+3,976.3%
COHR vs DPZ
+5,100.4%
-1,124.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.9% |
| 7D | +13.0% | -7.3% | +20.2% | +15.8% |
| 30D | -6.7% | -7.6% | +0.9% | -4.7% |
| 3M | -14.7% | +1.8% | -16.6% | -17.1% |
| 6M | +20.3% | -21.8% | +42.1% | +27.3% |
| YTD | +64.4% | -22.0% | +86.4% | +73.9% |
| 1Y | +205.9% | -28.6% | +234.5% | +231.9% |
| 3Y | +814.1% | -13.1% | +827.2% | +818.4% |
| 5Y | +387.4% | -33.2% | +420.6% | +427.9% |
| 10Y | +1,308.9% | +147.0% | +1,161.9% | +788.3% |
| All | +3,976.3% | +5,100.4% | -1,124.1% | +591.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling