+387.4%
COHR vs DASH
-2.2%
+389.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | +13.0% | -12.8% | +25.8% | +17.6% |
| 30D | -6.7% | -6.0% | -0.7% | -5.5% |
| 3M | -14.7% | +26.7% | -41.4% | -22.2% |
| 6M | +20.3% | +11.7% | +8.6% | +12.5% |
| YTD | +64.4% | -12.9% | +77.3% | +67.0% |
| 1Y | +205.9% | -23.1% | +229.0% | +218.8% |
| 3Y | +814.1% | +140.0% | +674.1% | +554.4% |
| 5Y | +387.4% | -5.1% | +392.4% | +274.5% |
| All | +387.4% | -2.2% | +389.6% | +274.5% |
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 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