How to compare fairly
To make the two comparable, keep the total invested equal and use one price path: weekly 120 USDT × 52 weeks = 6,240 USDT; monthly 520 USDT × 12 months = 6,240 USDT.
Set the price path to rise linearly from 100 to 200, then roll each plan forward period by period.
Formulas
Σ(amount ÷ price per period)total invested ÷ coins held(coins held × final price − total invested) ÷ total invested × 100%Worked example (recompute it yourself)
Price rises linearly from 100 to 200, with 6,240 USDT invested either way:
Weekly 120 USDT (52 periods): coins ≈ 43.32207797, average cost ≈ 144.04, final value ≈ 8,664.42 USDT, return about +38.85%.
Monthly 520 USDT (12 periods): coins ≈ 43.57753379, average cost ≈ 143.19, final value ≈ 8,715.51 USDT, return about +39.67%.
The gap is about 0.82 percentage points — usually smaller than the effect of fees and slippage.
Notes
This page uses a linear price model and excludes fees; it compares the effect of frequency only, and is not a return forecast.
Higher frequency usually means more trades and more fees, so weigh the cost when fees are material.
FAQ
Is a higher DCA frequency better?
Not necessarily. Frequency mainly changes the buy points and has a limited effect on the result; more frequent buying usually means more trades and more fees.
Why are the weekly and monthly results so close?
Because the total invested and the price path are the same; only the sampling dates differ, and along a linear path the average-cost difference is small.