+51.6%
COHR vs DASH
-16.7%
+68.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.3% | -14.3% | -4.3% |
| 7D | -18.6% | +17.2% | -35.7% | -15.8% |
| 30D | -41.5% | +3.6% | -45.1% | -40.7% |
| 3M | -39.7% | -1.9% | -37.9% | -39.6% |
| 6M | -40.9% | +15.1% | -55.9% | -38.0% |
| YTD | +5.7% | -12.3% | +18.0% | +0.2% |
| 1Y | +51.6% | -17.2% | +68.8% | +42.2% |
| All | +51.6% | -16.7% | +68.3% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling