+163.4%
JPM vs COIN
+113.7%
+49.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.6% |
| 7D | -0.7% | -5.1% | +4.4% | -0.1% |
| 30D | -2.5% | +17.6% | -20.0% | -4.6% |
| 3M | +14.1% | +9.2% | +4.9% | +12.2% |
| 6M | +25.1% | -11.8% | +36.9% | +25.2% |
| YTD | +12.1% | -22.5% | +34.6% | +13.1% |
| 1Y | +18.8% | -45.9% | +64.7% | +24.3% |
| 3Y | +163.4% | +117.4% | +46.0% | +122.5% |
| All | +163.4% | +113.7% | +49.7% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling