+484.3%
COHR vs RKT
-12.9%
+497.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +8.3% | -6.3% | +14.6% | +9.6% |
| 30D | -14.1% | -6.2% | -7.9% | -13.4% |
| 3M | -16.0% | -1.9% | -14.1% | -16.6% |
| 6M | +21.5% | -13.0% | +34.5% | +22.8% |
| YTD | +65.4% | -31.9% | +97.4% | +73.5% |
| 1Y | +195.0% | -37.6% | +232.6% | +212.9% |
| 3Y | +830.2% | +36.8% | +793.3% | +702.2% |
| 5Y | +397.1% | -9.7% | +406.8% | +330.6% |
| All | +484.3% | -12.9% | +497.2% | +400.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 all: compounded portfolio wealth divided by compounded RKT 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…
all analysis · Full analysis span regression · 6 months rolling