-46.6%
COIN vs NTR
+68.5%
-115.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -5.1% | -1.3% | -3.8% | -4.6% |
| 30D | +17.6% | +16.8% | +0.8% | +10.8% |
| 3M | +9.2% | +20.7% | -11.5% | +1.1% |
| 6M | -11.8% | +0.5% | -12.3% | -13.3% |
| YTD | -22.5% | +29.2% | -51.7% | -32.0% |
| 1Y | -45.9% | +39.6% | -85.5% | -54.2% |
| 3Y | +117.4% | +37.9% | +79.5% | +81.0% |
| 5Y | -29.4% | +47.1% | -76.5% | -38.8% |
| All | -46.6% | +68.5% | -115.1% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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