+1,298.9%
COHR vs DAL
+141.7%
+1,157.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.0% | +3.2% |
| 7D | +8.3% | -0.3% | +8.7% | +8.5% |
| 30D | -14.1% | -11.1% | -3.0% | -9.6% |
| 3M | -16.0% | -2.1% | -13.9% | -15.1% |
| 6M | +21.5% | +35.8% | -14.4% | +5.5% |
| YTD | +65.4% | +16.0% | +49.4% | +53.0% |
| 1Y | +195.0% | +33.7% | +161.4% | +155.7% |
| 3Y | +830.2% | +102.3% | +727.9% | +561.7% |
| 5Y | +397.1% | +110.3% | +286.8% | +242.7% |
| All | +1,298.9% | +141.7% | +1,157.1% | +869.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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