+233.8%
COHR vs DASH
-30.7%
+264.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.8% |
| 7D | +13.1% | -4.5% | +17.7% | +14.9% |
| 30D | -17.2% | -6.8% | -10.4% | -15.9% |
| 3M | -33.3% | -20.7% | -12.6% | -29.2% |
| 6M | -46.0% | +15.1% | -61.0% | -50.1% |
| YTD | +18.2% | -24.3% | +42.5% | +24.7% |
| 1Y | +55.9% | -12.1% | +68.0% | +54.9% |
| 3Y | +544.7% | +91.1% | +453.6% | +389.2% |
| All | +233.8% | -30.7% | +264.5% | +186.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling