+60.8%
T vs COIN
-54.0%
+114.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +2.0% |
| 7D | +1.5% | -5.1% | +6.6% | +1.6% |
| 30D | +7.5% | +17.6% | -10.1% | +7.1% |
| 3M | +14.8% | +9.2% | +5.6% | +14.5% |
| 6M | -1.7% | -11.8% | +10.0% | -1.7% |
| YTD | +8.7% | -22.5% | +31.2% | +8.9% |
| 1Y | -7.5% | -45.9% | +38.4% | -6.6% |
| 3Y | +110.2% | +117.4% | -7.2% | +95.4% |
| 5Y | +71.6% | -29.4% | +101.1% | +54.8% |
| All | +60.8% | -54.0% | +114.8% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling