+152.5%
JPM vs COIN
-28.9%
+181.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.6% |
| 7D | -0.7% | -5.1% | +4.4% | -0.2% |
| 30D | -2.5% | +17.6% | -20.0% | -4.3% |
| 3M | +14.1% | +9.2% | +4.9% | +12.5% |
| 6M | +25.1% | -11.8% | +36.9% | +25.2% |
| YTD | +12.1% | -22.5% | +34.6% | +12.9% |
| 1Y | +18.8% | -45.9% | +64.7% | +23.4% |
| 3Y | +163.4% | +117.4% | +46.0% | +129.4% |
| All | +152.5% | -28.9% | +181.4% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling