-46.8%
COIN vs DXCM
-13.8%
-33.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | -0.1% | -6.5% | +6.3% | +3.0% |
| 30D | +17.5% | -4.3% | +21.8% | +19.9% |
| 3M | +12.4% | +7.3% | +5.1% | +7.0% |
| 6M | -12.5% | +22.0% | -34.6% | -22.3% |
| YTD | -22.7% | +26.4% | -49.1% | -32.3% |
| 1Y | -45.2% | +7.0% | -52.2% | -49.0% |
| 3Y | +112.8% | -19.6% | +132.5% | +94.8% |
| 5Y | -31.9% | -39.3% | +7.4% | -38.5% |
| All | -46.8% | -13.8% | -33.0% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling