-34.5%
RBLX vs TEVA
+238.7%
-273.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.7% | +0.9% |
| 7D | +5.1% | +2.0% | +3.0% | +4.6% |
| 30D | +28.0% | +1.0% | +27.1% | +27.7% |
| 3M | +4.6% | +7.3% | -2.7% | +2.6% |
| 6M | -24.7% | +21.7% | -46.4% | -28.4% |
| YTD | -43.8% | +18.8% | -62.7% | -46.5% |
| 1Y | -65.8% | +86.5% | -152.3% | -70.9% |
| 3Y | +59.4% | +269.4% | -210.1% | +0.6% |
| 5Y | -48.2% | +303.6% | -351.8% | -70.4% |
| All | -34.5% | +238.7% | -273.3% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling