+393.6%
COHR vs DVN
+120.4%
+273.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +4.0% |
| 7D | +8.3% | +4.5% | +3.8% | +6.9% |
| 30D | -14.1% | +12.0% | -26.1% | -17.1% |
| 3M | -16.0% | +13.4% | -29.4% | -19.9% |
| 6M | +21.5% | +12.1% | +9.4% | +14.9% |
| YTD | +65.4% | +38.8% | +26.6% | +44.3% |
| 1Y | +195.0% | +46.0% | +149.0% | +151.0% |
| 3Y | +830.2% | +9.5% | +820.7% | +742.5% |
| All | +393.6% | +120.4% | +273.2% | +308.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 5y: compounded portfolio wealth divided by compounded DVN 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…
5y analysis · Full analysis span regression · 6 months rolling