-46.8%
COIN vs JD
-61.3%
+14.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.3% |
| 7D | -0.1% | -3.0% | +2.8% | +1.1% |
| 30D | +17.5% | -19.3% | +36.8% | +28.2% |
| 3M | +12.4% | -6.0% | +18.4% | +14.6% |
| 6M | -12.5% | +1.8% | -14.3% | -14.2% |
| YTD | -22.7% | -2.6% | -20.2% | -22.8% |
| 1Y | -45.2% | -17.4% | -27.7% | -41.2% |
| 3Y | +112.8% | -8.6% | +121.4% | +101.3% |
| 5Y | -31.9% | -61.6% | +29.7% | -12.3% |
| All | -46.8% | -61.3% | +14.5% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling