-46.6%
COIN vs NLY
+26.0%
-72.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.2% |
| 7D | -5.1% | -4.0% | -1.1% | -1.2% |
| 30D | +17.6% | -5.2% | +22.8% | +23.9% |
| 3M | +9.2% | +2.8% | +6.4% | +6.5% |
| 6M | -11.8% | +4.2% | -16.0% | -15.3% |
| YTD | -22.5% | +4.7% | -27.2% | -26.4% |
| 1Y | -45.9% | +12.7% | -58.6% | -52.6% |
| 3Y | +117.4% | +62.5% | +54.8% | +31.1% |
| 5Y | -29.4% | +26.3% | -55.7% | -43.5% |
| All | -46.6% | +26.0% | -72.6% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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