+393.6%
COHR vs DKNG
-60.7%
+454.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.2% | +3.0% |
| 7D | +8.3% | +3.0% | +5.3% | +7.5% |
| 30D | -14.1% | -3.0% | -11.1% | -13.7% |
| 3M | -16.0% | -17.6% | +1.6% | -12.8% |
| 6M | +21.5% | -3.2% | +24.7% | +18.3% |
| YTD | +65.4% | -28.2% | +93.7% | +74.8% |
| 1Y | +195.0% | -46.1% | +241.1% | +238.0% |
| 3Y | +830.2% | -22.2% | +852.3% | +845.0% |
| All | +393.6% | -60.7% | +454.2% | +440.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling