+112.9%
DRAM vs COHR
+29.9%
+83.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.2% | -1.7% |
| 7D | -1.0% | +8.3% | -9.3% | -6.1% |
| 30D | +7.8% | -14.1% | +22.0% | +17.6% |
| 3M | -9.2% | -16.0% | +6.8% | -0.5% |
| All | +112.9% | +29.9% | +83.0% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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 · Available span rolling