+194.8%
COHR vs DUOL
-43.9%
+238.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.7% | +9.3% | +5.7% |
| 7D | +1.0% | +5.1% | -4.1% | +2.8% |
| 30D | -14.1% | +14.1% | -28.3% | -9.2% |
| 3M | -33.2% | +41.5% | -74.7% | -24.5% |
| 6M | +2.5% | +60.6% | -58.1% | +19.7% |
| YTD | +52.7% | -12.0% | +64.7% | +60.0% |
| 1Y | +194.8% | -43.4% | +238.1% | +183.0% |
| All | +194.8% | -43.9% | +238.6% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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