+1,298.9%
COHR vs RMD
+274.3%
+1,024.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | +8.3% | -4.4% | +12.8% | +10.3% |
| 30D | -14.1% | -3.1% | -11.0% | -13.4% |
| 3M | -16.0% | +13.8% | -29.8% | -23.0% |
| 6M | +21.5% | -8.6% | +30.0% | +23.0% |
| YTD | +65.4% | -8.6% | +74.1% | +67.1% |
| 1Y | +195.0% | -19.7% | +214.7% | +217.1% |
| 3Y | +830.2% | +48.4% | +781.8% | +588.4% |
| 5Y | +397.1% | -22.7% | +419.8% | +413.8% |
| All | +1,298.9% | +274.3% | +1,024.5% | +418.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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