+51.6%
COHR vs DRI
+34.0%
+17.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.1% | -11.1% | -4.1% |
| 7D | -18.6% | +6.5% | -25.1% | -16.5% |
| 30D | -41.5% | +16.4% | -57.9% | -38.3% |
| 3M | -39.7% | +13.6% | -53.4% | -36.4% |
| 6M | -40.9% | +22.0% | -62.9% | -36.8% |
| YTD | +5.7% | +29.3% | -23.6% | +19.1% |
| 1Y | +51.6% | +32.0% | +19.6% | +73.3% |
| All | +51.6% | +34.0% | +17.6% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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