+20.3%
COHR vs DPZ
-19.9%
+40.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | -2.7% |
| 7D | +13.0% | -7.3% | +20.2% | +6.8% |
| 30D | -6.7% | -7.6% | +0.9% | -11.4% |
| 3M | -14.7% | +1.8% | -16.6% | -11.0% |
| 6M | +20.3% | -21.8% | +42.1% | +25.1% |
| All | +20.3% | -19.9% | +40.2% | +25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling