+45.4%
QCOM vs COIN
-53.0%
+98.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.3% | +3.7% |
| 7D | +5.1% | +1.2% | +3.9% | +4.7% |
| 30D | +4.3% | +16.5% | -12.2% | +1.0% |
| 3M | -19.6% | +10.4% | -30.0% | -21.7% |
| 6M | +29.5% | -9.3% | +38.7% | +29.5% |
| YTD | +3.4% | -20.9% | +24.2% | +4.8% |
| 1Y | +10.9% | -40.8% | +51.7% | +17.6% |
| 3Y | +74.8% | +118.0% | -43.2% | +35.7% |
| 5Y | +36.2% | -30.7% | +66.9% | +15.3% |
| All | +45.4% | -53.0% | +98.5% | +19.1% |
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