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  • COHR vs DTE✓SelectedUSD · DTECOHR vs DTE performance historyLatest closeAs of+4.16%09/11
Stock and ETF performance explorer

COHR vs DTE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+65,045.6%
DTE return
+3,398.4%
Excess return
+61,647.2%
Maximum drawdown
-80.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDTEExcessAlpha
1D+4.2%-1.3%+5.5%+4.6%
7D+8.3%-2.6%+10.9%+9.3%
30D-14.1%-4.4%-9.7%-12.8%
3M-16.0%-8.3%-7.7%-13.6%
6M+21.5%-8.1%+29.5%+24.5%
YTD+65.4%+4.4%+61.0%+61.7%
1Y+195.0%+0.2%+194.8%+192.4%
3Y+830.2%+42.6%+787.5%+694.2%
5Y+397.1%+31.5%+365.6%+333.3%
10Y+1,317.7%+138.2%+1,179.5%+852.9%
All+65,045.6%+3,398.4%+61,647.2%+24,027.9%

Cumulative growth

Daily Returns

Daily percentage return beside DTE.

Daily Out/Under-Performance

Portfolio return minus DTE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DTE 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 DTE 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