+166.5%
JPM vs COIN
-54.8%
+221.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -2.3% | -10.6% | +8.2% | -1.3% |
| 30D | -2.3% | +16.0% | -18.3% | -4.0% |
| 3M | +14.9% | +11.9% | +3.0% | +13.0% |
| 6M | +23.6% | -12.3% | +36.0% | +23.8% |
| YTD | +11.3% | -23.8% | +35.1% | +12.2% |
| 1Y | +19.9% | -45.4% | +65.3% | +24.3% |
| 3Y | +162.6% | +109.9% | +52.7% | +131.5% |
| 5Y | +154.6% | -30.6% | +185.2% | +128.7% |
| All | +166.5% | -54.8% | +221.3% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling