+319.1%
COHR vs DOCN
+171.0%
+148.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.8% | +3.8% | +5.7% |
| 7D | +1.0% | +1.1% | -0.2% | +0.5% |
| 30D | -14.1% | -9.6% | -4.5% | -11.2% |
| 3M | -33.2% | -37.7% | +4.5% | -22.0% |
| 6M | +2.5% | +115.2% | -112.7% | -24.0% |
| YTD | +52.7% | +133.7% | -81.0% | +9.3% |
| 1Y | +194.8% | +250.2% | -55.4% | +84.1% |
| 3Y | +650.8% | +320.3% | +330.5% | +334.4% |
| 5Y | +358.4% | +53.1% | +305.3% | +190.8% |
| All | +319.1% | +171.0% | +148.0% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling