+1,298.9%
COHR vs DRI
+353.8%
+945.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.8% |
| 7D | +8.3% | -3.2% | +11.6% | +9.5% |
| 30D | -14.1% | -7.8% | -6.3% | -11.8% |
| 3M | -16.0% | +0.4% | -16.4% | -16.8% |
| 6M | +21.5% | +4.8% | +16.7% | +17.9% |
| YTD | +65.4% | +16.7% | +48.7% | +53.8% |
| 1Y | +195.0% | +1.5% | +193.5% | +186.9% |
| 3Y | +830.2% | +56.3% | +773.9% | +669.8% |
| 5Y | +397.1% | +66.4% | +330.7% | +300.9% |
| All | +1,298.9% | +353.8% | +945.0% | +718.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling