+195.0%
COHR vs DPZ
-29.3%
+224.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +3.1% |
| 7D | +8.3% | -8.6% | +17.0% | +2.7% |
| 30D | -14.1% | -11.9% | -2.2% | -19.7% |
| 3M | -16.0% | +0.4% | -16.4% | -14.4% |
| 6M | +21.5% | -19.9% | +41.3% | +20.7% |
| YTD | +65.4% | -24.4% | +89.9% | +60.4% |
| 1Y | +195.0% | -30.4% | +225.5% | +180.9% |
| All | +195.0% | -29.3% | +224.4% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 1y: compounded portfolio wealth divided by compounded DPZ 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…
1y analysis · Full analysis span regression · 6 months rolling