+26.1%
COHR vs DKNG
-18.7%
+44.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +1.8% | -14.8% | -12.7% |
| 7D | -28.4% | +13.5% | -42.0% | -26.9% |
| 30D | -49.8% | +19.1% | -68.9% | -48.4% |
| 3M | -48.3% | +8.1% | -56.4% | -47.2% |
| 6M | -49.4% | -2.7% | -46.7% | -49.4% |
| YTD | -8.0% | -31.7% | +23.7% | -6.2% |
| 1Y | +26.1% | -15.8% | +41.9% | +26.0% |
| All | +26.1% | -18.7% | +44.8% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 1y: compounded portfolio wealth divided by compounded DKNG 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…
1y analysis · Full analysis span regression · 6 months rolling