+393.6%
COHR vs DLR
+43.3%
+350.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +2.8% |
| 7D | +8.3% | +0.1% | +8.2% | +8.3% |
| 30D | -14.1% | -4.3% | -9.8% | -10.9% |
| 3M | -16.0% | +3.8% | -19.8% | -19.0% |
| 6M | +21.5% | +5.8% | +15.6% | +16.3% |
| YTD | +65.4% | +23.5% | +41.9% | +40.5% |
| 1Y | +195.0% | +11.1% | +183.9% | +173.0% |
| 3Y | +830.2% | +57.9% | +772.3% | +597.2% |
| All | +393.6% | +43.3% | +350.2% | +253.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling