Weigh and combine all ingredients for the main dough and add them to the bowl of your stand mixer or a large bowl. If you're using a mixer, mix everything with the dough hook for 8 minutes until you have a smooth dough. If kneading by hand, combine all the ingredients in your bowl with your hands and then knead the dough by hand for 15 minutes or until you have a smooth dough ball.
Let your dough rise in a lightly oiled bowl for 1 to 1.5 hours. The dough should at least double in size.
Divide the dough as close to exactly in half as you can. Add one half back to your stand mixer or bowl for kneading. Sprinkle black cocoa and another tablespoon of rye flour onto one-half of the dough. This is going to be your darker dough. Mix to fully combine the dark color.
Shape the lighter dough into a flat rectangle on your counter. I like to grab my loaf pan at this point and shape your light dough rectangle to be about the width of the long side of the 8 x 4-inch pan. Shap the darker dough into the same size rectangle shape.
Place the darker dough on top of the lighter-colored dough rectangle. Roll the dough up so that both the light dough and the dark dough are rolled together. When you are done, seal the bottom dough seam by pinching it with your fingers. I usually pinch to seal and then I roll the dough lightly on the counter to smooth out the pinched areas and seam.
At this point, you should have a dough log with the light color dough on the outside.
Lay the dough log in a lightly oiled 8 x 4-inch loaf pan. Place the pan in a warm spot in your kitchen, covered by a lightly greased piece of plastic wrap. Let the dough rise for an hour or until the dough has risen up to an inch above the top of the loaf pan.
After 1 hour, start preheating the oven to 350°F.
Paint the top of the loaf with an egg wash, which is a whole egg, and a tablespoon of water that have been stirred together well. This egg wash will make the top of the bread shiny and pretty.
With a sharp knife, slash the top of the dough twice at an angle or once all the way from one end to another. You want to slash down about a half-inch or three-quarters of an inch deep.
When the oven has preheated, bake the bread for 30 to 35 minutes.
When the bread has a nice dark color, remove it from the oven, and as soon as you can take the bread out of the pan and let it rest on a cooling rack until fully cool.
Do not slice until the bread has cooled, at least an hour after baking.