+824.4%
COHR vs DASH
+135.3%
+689.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | +13.0% | -12.8% | +25.8% | +18.2% |
| 30D | -6.7% | -6.0% | -0.7% | -5.4% |
| 3M | -14.7% | +26.7% | -41.4% | -23.8% |
| 6M | +20.3% | +11.7% | +8.6% | +11.1% |
| YTD | +64.4% | -12.9% | +77.3% | +71.6% |
| 1Y | +205.9% | -23.1% | +229.0% | +233.9% |
| All | +824.4% | +135.3% | +689.1% | +417.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling