+313.9%
COHR vs DASH
+10.5%
+303.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -4.0% |
| 7D | +10.9% | -9.4% | +20.3% | +13.9% |
| 30D | -10.8% | -5.2% | -5.6% | -9.9% |
| 3M | -17.4% | +33.1% | -50.5% | -25.4% |
| 6M | +12.5% | +18.3% | -5.8% | +3.6% |
| YTD | +58.8% | -11.2% | +70.1% | +60.0% |
| 1Y | +183.3% | -21.9% | +205.2% | +192.6% |
| 3Y | +783.0% | +144.7% | +638.4% | +540.7% |
| 5Y | +377.2% | -4.4% | +381.7% | +293.5% |
| All | +313.9% | +10.5% | +303.5% | +222.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling