+30.0%
RKLB vs COHR
+197.8%
-167.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | -0.2% |
| 7D | -2.0% | +8.3% | -10.4% | -5.5% |
| 30D | -22.4% | -14.1% | -8.3% | -17.9% |
| 3M | -45.2% | -16.0% | -29.1% | -43.7% |
| 6M | -12.5% | +21.5% | -34.0% | -22.5% |
| YTD | -9.8% | +65.4% | -75.2% | -29.5% |
| 1Y | +30.0% | +195.0% | -165.0% | -3.0% |
| All | +30.0% | +197.8% | -167.8% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 1y: compounded portfolio wealth divided by compounded COHR 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…
1y analysis · Full analysis span regression · 6 months rolling