+317.7%
COHR vs RBLX
-29.5%
+347.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.9% |
| 7D | +8.3% | +5.1% | +3.3% | +7.3% |
| 30D | -14.1% | +28.0% | -42.2% | -18.5% |
| 3M | -16.0% | +4.6% | -20.6% | -19.0% |
| 6M | +21.5% | -24.7% | +46.1% | +24.3% |
| YTD | +65.4% | -43.8% | +109.3% | +79.3% |
| 1Y | +195.0% | -65.8% | +260.8% | +255.8% |
| 3Y | +830.2% | +59.4% | +770.8% | +683.3% |
| 5Y | +397.1% | -48.2% | +445.3% | +349.6% |
| All | +317.7% | -29.5% | +347.2% | +232.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling