+119.2%
QQQ vs COIN
-54.0%
+173.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.6% |
| 7D | -0.6% | -5.1% | +4.5% | +0.2% |
| 30D | -1.2% | +17.6% | -18.8% | -3.9% |
| 3M | -0.2% | +9.2% | -9.4% | -2.3% |
| 6M | +17.9% | -11.8% | +29.7% | +18.3% |
| YTD | +16.6% | -22.5% | +39.1% | +18.1% |
| 1Y | +23.0% | -45.9% | +68.9% | +30.6% |
| 3Y | +92.9% | +117.4% | -24.4% | +52.1% |
| 5Y | +95.6% | -29.4% | +125.0% | +64.8% |
| All | +119.2% | -54.0% | +173.2% | +83.1% |
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