+26,506.5%
COHR vs DRI
+7,313.6%
+19,192.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.0% |
| 7D | +13.0% | -4.8% | +17.8% | +14.5% |
| 30D | -6.7% | -3.9% | -2.7% | -5.7% |
| 3M | -14.7% | +5.1% | -19.8% | -16.5% |
| 6M | +20.3% | +5.5% | +14.8% | +17.2% |
| YTD | +64.4% | +16.5% | +48.0% | +55.1% |
| 1Y | +205.9% | +2.0% | +203.9% | +198.4% |
| 3Y | +814.1% | +54.5% | +759.6% | +689.0% |
| 5Y | +387.4% | +66.6% | +320.8% | +311.5% |
| 10Y | +1,308.9% | +353.6% | +955.3% | +752.6% |
| All | +26,506.5% | +7,313.6% | +19,192.9% | +11,387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling