+76.3%
INTC vs COIN
-54.0%
+130.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.3% |
| 7D | +7.5% | -5.1% | +12.5% | +8.3% |
| 30D | +2.0% | +17.6% | -15.6% | -1.1% |
| 3M | -12.0% | +9.2% | -21.2% | -13.9% |
| 6M | +114.5% | -11.8% | +126.3% | +115.7% |
| YTD | +179.0% | -22.5% | +201.5% | +183.6% |
| 1Y | +318.3% | -45.9% | +364.2% | +348.0% |
| 3Y | +171.2% | +117.4% | +53.8% | +124.2% |
| 5Y | +107.6% | -29.4% | +137.0% | +78.7% |
| All | +76.3% | -54.0% | +130.3% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 10y: compounded portfolio wealth divided by compounded COIN 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…
10y analysis · Full analysis span regression · 6 months rolling