+546.0%
RKLB vs COHR
+353.7%
+192.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | -0.1% |
| 7D | -2.0% | +8.3% | -10.4% | -5.4% |
| 30D | -22.4% | -14.1% | -8.3% | -18.1% |
| 3M | -45.2% | -16.0% | -29.1% | -43.1% |
| 6M | -12.5% | +21.5% | -34.0% | -22.7% |
| YTD | -9.8% | +65.4% | -75.2% | -31.2% |
| 1Y | +30.0% | +195.0% | -165.0% | -23.1% |
| 3Y | +942.2% | +830.2% | +112.1% | +259.6% |
| 5Y | +236.8% | +397.1% | -160.3% | +38.0% |
| All | +546.0% | +353.7% | +192.3% | +186.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling