-12.5%
COIN vs JD
+3.8%
-16.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.6% |
| 7D | -0.1% | -3.0% | +2.8% | +0.8% |
| 30D | +17.5% | -19.3% | +36.8% | +25.9% |
| 3M | +12.4% | -6.0% | +18.4% | +10.8% |
| 6M | -12.5% | +1.8% | -14.3% | -19.8% |
| All | -12.5% | +3.8% | -16.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 6mo: compounded portfolio wealth divided by compounded JD 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…
6mo analysis · Full analysis span regression · 6 months rolling