+258.7%
COHR vs DOCN
-21.6%
+280.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.6% | -0.3% | +5.5% |
| 7D | +20.2% | +3.7% | +16.5% | +19.1% |
| 30D | -18.6% | -33.7% | +15.1% | -4.4% |
| 3M | -28.6% | -27.9% | -0.7% | -18.8% |
| 6M | -38.2% | -46.4% | +8.2% | -22.7% |
| YTD | +27.1% | +81.1% | -54.1% | -2.7% |
| 1Y | +48.4% | +74.3% | -25.9% | +15.6% |
| 3Y | +590.3% | +245.8% | +344.5% | +312.5% |
| 5Y | +258.7% | -23.7% | +282.4% | +159.1% |
| All | +258.7% | -21.6% | +280.2% | +159.1% |
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