+194.8%
COHR vs RBLX
-67.7%
+262.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.3% | +2.3% | +6.4% |
| 7D | +1.0% | +12.4% | -11.5% | +0.4% |
| 30D | -14.1% | +19.7% | -33.8% | -14.9% |
| 3M | -33.2% | -0.1% | -33.1% | -34.6% |
| 6M | +2.5% | -35.7% | +38.3% | +10.1% |
| YTD | +52.7% | -46.6% | +99.3% | +67.8% |
| 1Y | +194.8% | -66.6% | +261.4% | +257.8% |
| All | +194.8% | -67.7% | +262.5% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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