+195.0%
COHR vs DKNG
-46.0%
+241.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.2% | +4.5% |
| 7D | +8.3% | +3.0% | +5.3% | +8.6% |
| 30D | -14.1% | -3.0% | -11.1% | -14.2% |
| 3M | -16.0% | -17.6% | +1.6% | -16.3% |
| 6M | +21.5% | -3.2% | +24.7% | +21.2% |
| YTD | +65.4% | -28.2% | +93.7% | +70.2% |
| 1Y | +195.0% | -46.1% | +241.1% | +220.6% |
| All | +195.0% | -46.0% | +241.0% | +220.6% |
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