+397.1%
COHR vs DOCN
+82.7%
+314.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.6% | -5.5% | +2.6% |
| 7D | +11.0% | +16.3% | -5.3% | +5.1% |
| 30D | -20.4% | +2.0% | -22.4% | -21.1% |
| 3M | -24.9% | -25.2% | +0.3% | -17.3% |
| 6M | +28.1% | +132.7% | -104.6% | -9.3% |
| YTD | +63.6% | +163.3% | -99.7% | +9.8% |
| 1Y | +205.9% | +280.3% | -74.4% | +79.9% |
| 3Y | +809.3% | +371.8% | +437.4% | +385.7% |
| 5Y | +397.1% | +87.1% | +310.0% | +168.1% |
| All | +397.1% | +82.7% | +314.4% | +168.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling