+347.2%
COHR vs DUOL
+1.6%
+345.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.3% |
| 7D | +8.3% | -7.0% | +15.3% | +9.3% |
| 30D | -14.1% | +6.7% | -20.9% | -15.6% |
| 3M | -16.0% | +16.0% | -32.0% | -19.6% |
| 6M | +21.5% | +45.4% | -23.9% | +10.4% |
| YTD | +65.4% | -18.1% | +83.6% | +66.4% |
| 1Y | +195.0% | -53.6% | +248.6% | +226.8% |
| 3Y | +830.2% | -11.0% | +841.1% | +780.3% |
| 5Y | +397.1% | -17.1% | +414.2% | +325.1% |
| All | +347.2% | +1.6% | +345.6% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling