-53.4%
RBLX vs TEVA
+81.2%
-134.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -9.2% | +0.7% | -9.9% | -9.4% |
| 30D | +4.6% | +6.8% | -2.2% | +3.3% |
| 3M | +31.7% | +20.3% | +11.3% | +28.4% |
| 6M | +8.2% | +16.5% | -8.3% | +6.7% |
| YTD | -41.2% | +33.9% | -75.1% | -44.4% |
| 1Y | -53.4% | +69.8% | -123.2% | -58.6% |
| All | -53.4% | +81.2% | -134.6% | -58.6% |
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