+830.2%
COHR vs DKS
+30.4%
+799.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.3% |
| 7D | +8.3% | -2.0% | +10.4% | +9.0% |
| 30D | -14.1% | -32.7% | +18.6% | -3.2% |
| 3M | -16.0% | -38.8% | +22.8% | -2.3% |
| 6M | +21.5% | -29.4% | +50.9% | +29.5% |
| YTD | +65.4% | -30.3% | +95.8% | +76.1% |
| 1Y | +195.0% | -39.6% | +234.6% | +237.1% |
| 3Y | +830.2% | +32.2% | +798.0% | +542.4% |
| All | +830.2% | +30.4% | +799.8% | +542.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling