-46.6%
COIN vs QQQM
+117.1%
-163.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | -0.1% |
| 7D | -5.1% | -0.6% | -4.5% | -3.9% |
| 30D | +17.6% | -1.2% | +18.8% | +21.2% |
| 3M | +9.2% | -0.1% | +9.3% | +7.9% |
| 6M | -11.8% | +18.0% | -29.7% | -39.3% |
| YTD | -22.5% | +16.7% | -39.2% | -44.5% |
| 1Y | -45.9% | +23.0% | -68.9% | -64.9% |
| 3Y | +117.4% | +93.3% | +24.1% | -44.0% |
| 5Y | -29.4% | +96.3% | -125.7% | -80.5% |
| All | -46.6% | +117.1% | -163.7% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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