+1,298.9%
COHR vs DKS
+206.3%
+1,092.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.5% |
| 7D | +8.3% | -2.0% | +10.4% | +8.8% |
| 30D | -14.1% | -32.7% | +18.6% | -6.2% |
| 3M | -16.0% | -38.8% | +22.8% | -6.3% |
| 6M | +21.5% | -29.4% | +50.9% | +28.9% |
| YTD | +65.4% | -30.3% | +95.8% | +75.6% |
| 1Y | +195.0% | -39.6% | +234.6% | +226.4% |
| 3Y | +830.2% | +32.2% | +798.0% | +724.5% |
| 5Y | +397.1% | +15.1% | +382.0% | +336.5% |
| All | +1,298.9% | +206.3% | +1,092.5% | +824.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling