+1,298.9%
COHR vs ROK
+357.9%
+940.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.0% |
| 7D | +8.3% | -1.2% | +9.6% | +9.3% |
| 30D | -14.1% | -4.8% | -9.3% | -10.8% |
| 3M | -16.0% | -6.1% | -9.9% | -11.8% |
| 6M | +21.5% | +15.5% | +6.0% | +10.5% |
| YTD | +65.4% | +11.2% | +54.3% | +54.5% |
| 1Y | +195.0% | +23.8% | +171.2% | +158.4% |
| 3Y | +830.2% | +53.1% | +777.0% | +585.0% |
| 5Y | +397.1% | +48.3% | +348.8% | +268.1% |
| All | +1,298.9% | +357.9% | +940.9% | +436.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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