+51.6%
COHR vs DLR
+11.0%
+40.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.5% | -8.9% |
| 7D | -18.6% | +2.8% | -21.4% | -21.2% |
| 30D | -41.5% | +2.8% | -44.3% | -43.0% |
| 3M | -39.7% | -4.0% | -35.7% | -36.3% |
| 6M | -40.9% | -5.6% | -35.3% | -34.1% |
| YTD | +5.7% | +21.9% | -16.2% | -17.9% |
| 1Y | +51.6% | +13.0% | +38.6% | +40.4% |
| All | +51.6% | +11.0% | +40.6% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling