+830.2%
COHR vs DG
+4.6%
+825.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.3% |
| 7D | +8.3% | -6.5% | +14.8% | +7.4% |
| 30D | -14.1% | +4.2% | -18.3% | -13.6% |
| 3M | -16.0% | +9.5% | -25.5% | -14.9% |
| 6M | +21.5% | -13.1% | +34.6% | +22.2% |
| YTD | +65.4% | -4.8% | +70.3% | +67.3% |
| 1Y | +195.0% | +20.6% | +174.4% | +204.5% |
| 3Y | +830.2% | +4.9% | +825.2% | +910.6% |
| All | +830.2% | +4.6% | +825.5% | +910.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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