+297.9%
COHR vs DASH
+16.3%
+281.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.6% | +11.2% | +8.0% |
| 7D | +1.0% | -10.6% | +11.5% | +4.3% |
| 30D | -14.1% | +2.2% | -16.3% | -14.9% |
| 3M | -33.2% | +32.3% | -65.5% | -39.5% |
| 6M | +2.5% | +19.1% | -16.6% | -5.5% |
| YTD | +52.7% | -6.5% | +59.2% | +51.8% |
| 1Y | +194.8% | -14.9% | +209.7% | +196.6% |
| 3Y | +650.8% | +151.9% | +498.9% | +440.9% |
| 5Y | +358.4% | +9.4% | +348.9% | +264.9% |
| All | +297.9% | +16.3% | +281.6% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling