+830.2%
COHR vs ROKU
+83.2%
+747.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.9% |
| 7D | +8.3% | -0.4% | +8.8% | +8.5% |
| 30D | -14.1% | +2.1% | -16.2% | -15.0% |
| 3M | -16.0% | +29.5% | -45.5% | -25.3% |
| 6M | +21.5% | +53.8% | -32.3% | +0.8% |
| YTD | +65.4% | +42.8% | +22.6% | +40.1% |
| 1Y | +195.0% | +60.7% | +134.3% | +136.5% |
| 3Y | +830.2% | +83.9% | +746.3% | +535.8% |
| All | +830.2% | +83.2% | +747.0% | +535.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 3y: compounded portfolio wealth divided by compounded ROKU 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…
3y analysis · Full analysis span regression · 6 months rolling