+59.4%
RBLX vs TEVA
+280.8%
-221.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.7% | +1.3% |
| 7D | +5.1% | +2.0% | +3.0% | +4.9% |
| 30D | +28.0% | +1.0% | +27.1% | +27.9% |
| 3M | +4.6% | +7.3% | -2.7% | +4.2% |
| 6M | -24.7% | +21.7% | -46.4% | -25.6% |
| YTD | -43.8% | +18.8% | -62.7% | -44.5% |
| 1Y | -65.8% | +86.5% | -152.3% | -67.0% |
| 3Y | +59.4% | +269.4% | -210.1% | +35.0% |
| All | +59.4% | +280.8% | -221.4% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling