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  • COHR vs RL✓SelectedUSD · RLCOHR vs RL performance historyLatest closeAs of+0.53%09/09
Stock and ETF performance explorer

COHR vs RL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+13,023.5%
RL return
+1,301.1%
Excess return
+11,722.4%
Maximum drawdown
-79.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRLExcessAlpha
1D+0.5%-3.3%+3.9%+1.7%
7D+13.0%-0.3%+13.2%+13.0%
30D-6.7%-17.5%+10.9%-0.3%
3M-14.7%-14.0%-0.7%-10.6%
6M+20.3%-2.0%+22.2%+20.1%
YTD+64.4%-4.6%+69.0%+65.3%
1Y+205.9%+9.5%+196.4%+193.1%
3Y+814.1%+200.5%+613.6%+539.0%
5Y+387.4%+226.3%+161.1%+230.2%
10Y+1,308.9%+304.8%+1,004.1%+750.7%
All+13,023.5%+1,301.1%+11,722.4%+5,583.0%

Cumulative growth

Daily Returns

Daily percentage return beside RL.

Daily Out/Under-Performance

Portfolio return minus RL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RL 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 RL 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