-66.6%
RBLX vs TEVA
+93.8%
-160.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | +12.4% | -0.2% | +12.6% | +12.4% |
| 30D | +19.7% | +4.7% | +15.0% | +19.3% |
| 3M | -0.1% | +5.6% | -5.7% | -0.2% |
| 6M | -35.7% | +10.5% | -46.2% | -36.8% |
| YTD | -46.6% | +16.5% | -63.1% | -47.5% |
| 1Y | -66.6% | +96.8% | -163.4% | -67.6% |
| All | -66.6% | +93.8% | -160.4% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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