+301.7%
COHR vs RGTI
+54.2%
+247.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +4.1% |
| 7D | +8.3% | +0.5% | +7.9% | +8.3% |
| 30D | -14.1% | -17.1% | +3.0% | -12.2% |
| 3M | -16.0% | -26.0% | +10.0% | -12.8% |
| 6M | +21.5% | -9.9% | +31.3% | +22.9% |
| YTD | +65.4% | -31.1% | +96.5% | +70.9% |
| 1Y | +195.0% | -8.5% | +203.5% | +190.9% |
| 3Y | +830.2% | +652.2% | +177.9% | +536.0% |
| 5Y | +397.1% | +56.8% | +340.3% | +256.2% |
| All | +301.7% | +54.2% | +247.5% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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