+655.7%
COHR vs DKNG
+152.4%
+503.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.9% |
| 6M | +21.5% | -3.2% | +24.7% | +18.4% |
| YTD | +65.4% | -28.2% | +93.7% | +74.1% |
| 1Y | +195.0% | -46.1% | +241.1% | +234.5% |
| 3Y | +830.2% | -22.2% | +852.3% | +842.4% |
| 5Y | +397.1% | -60.4% | +457.5% | +435.7% |
| All | +655.7% | +152.4% | +503.2% | +330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling