+3,324.9%
COHR vs DLR
+3,536.4%
-211.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.5% |
| 7D | +10.9% | -1.3% | +12.2% | +11.6% |
| 30D | -10.8% | -2.9% | -7.9% | -9.3% |
| 3M | -17.4% | +3.2% | -20.6% | -18.8% |
| 6M | +12.5% | +3.9% | +8.6% | +10.8% |
| YTD | +58.8% | +21.4% | +37.4% | +45.7% |
| 1Y | +183.3% | +9.7% | +173.6% | +173.4% |
| 3Y | +783.0% | +56.5% | +726.5% | +643.6% |
| 5Y | +377.2% | +41.5% | +335.7% | +312.8% |
| 10Y | +1,261.0% | +171.3% | +1,089.8% | +756.0% |
| All | +3,324.9% | +3,536.4% | -211.5% | +643.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling