+8,656.1%
COHR vs DKS
+6,103.2%
+2,553.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.7% | +3.7% |
| 7D | +8.3% | -3.0% | +11.3% | +9.2% |
| 30D | -14.1% | -33.4% | +19.2% | -5.3% |
| 3M | -16.0% | -39.4% | +23.4% | -5.3% |
| 6M | +21.5% | -30.1% | +51.6% | +30.0% |
| YTD | +65.4% | -31.0% | +96.4% | +77.1% |
| 1Y | +195.0% | -40.2% | +235.2% | +229.7% |
| 3Y | +830.2% | +30.9% | +799.2% | +709.0% |
| 5Y | +397.1% | +14.0% | +383.1% | +329.0% |
| 10Y | +1,317.7% | +202.1% | +1,115.6% | +699.6% |
| All | +8,656.1% | +6,103.2% | +2,553.0% | +2,560.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling