+687.4%
COHR vs DOC
+21.1%
+666.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +1.8% | +15.0% | +16.1% |
| 7D | +12.6% | +5.9% | +6.8% | +10.2% |
| 30D | -28.0% | +10.3% | -38.2% | -31.1% |
| 3M | -40.6% | -2.2% | -38.4% | -40.4% |
| 6M | -32.8% | +8.2% | -41.0% | -35.9% |
| YTD | +22.0% | +35.4% | -13.4% | +4.7% |
| 1Y | +45.7% | +23.6% | +22.1% | +29.8% |
| 3Y | +575.6% | +57.3% | +518.4% | +433.0% |
| 5Y | +250.7% | -19.6% | +270.3% | +264.3% |
| 10Y | +687.4% | +20.8% | +666.6% | +630.0% |
| All | +687.4% | +21.1% | +666.3% | +630.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling