+51.6%
COHR vs RBLX
-53.0%
+104.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.5% | -14.5% | -6.4% |
| 7D | -18.6% | -7.5% | -11.1% | -18.3% |
| 30D | -41.5% | +10.6% | -52.1% | -41.4% |
| 3M | -39.7% | +33.3% | -73.0% | -40.1% |
| 6M | -40.9% | +3.7% | -44.5% | -41.3% |
| YTD | +5.7% | -39.1% | +44.8% | +16.7% |
| 1Y | +51.6% | -52.6% | +104.2% | +87.5% |
| All | +51.6% | -53.0% | +104.6% | +87.5% |
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