+11.2%
RBRK vs TEVA
+89.1%
-77.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.6% | -2.7% |
| 7D | -7.5% | +2.0% | -9.5% | -7.6% |
| 30D | -10.4% | +1.0% | -11.4% | -10.5% |
| 3M | +21.3% | +7.3% | +14.0% | +20.7% |
| 6M | +50.6% | +21.7% | +28.9% | +48.6% |
| YTD | +13.3% | +18.8% | -5.5% | +11.4% |
| 1Y | +11.2% | +86.5% | -75.2% | +10.6% |
| All | +11.2% | +89.1% | -77.9% | +10.6% |
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