+323.3%
COHR vs DOCS
-40.7%
+364.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.3% | +14.4% | +8.5% |
| 7D | +11.0% | -7.3% | +18.3% | +12.3% |
| 30D | -20.4% | -10.9% | -9.5% | -19.1% |
| 3M | -24.9% | +20.3% | -45.2% | -28.6% |
| 6M | +28.1% | -3.6% | +31.7% | +24.9% |
| YTD | +63.6% | -44.9% | +108.4% | +78.2% |
| 1Y | +205.9% | -64.9% | +270.8% | +266.9% |
| 3Y | +809.3% | +7.6% | +801.7% | +720.1% |
| 5Y | +397.1% | -74.0% | +471.0% | +401.1% |
| All | +323.3% | -40.7% | +364.0% | +339.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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