+351.2%
COHR vs DOCN
+219.7%
+131.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -1.1% |
| 7D | +13.0% | +26.5% | -13.5% | +4.2% |
| 30D | -6.7% | +2.3% | -8.9% | -7.3% |
| 3M | -14.7% | -21.2% | +6.4% | -8.2% |
| 6M | +20.3% | +130.6% | -110.3% | -13.0% |
| YTD | +64.4% | +175.7% | -111.3% | +11.1% |
| 1Y | +205.9% | +286.6% | -80.7% | +84.4% |
| 3Y | +814.1% | +394.1% | +420.0% | +400.1% |
| 5Y | +387.4% | +92.1% | +295.3% | +190.2% |
| All | +351.2% | +219.7% | +131.5% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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