+4,537.3%
RCL vs TEVA
+1,941.9%
+2,595.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -0.5% | +1.6% | -2.0% | -0.9% |
| 30D | -17.3% | +4.0% | -21.3% | -18.3% |
| 3M | -2.8% | +10.5% | -13.3% | -6.0% |
| 6M | -4.4% | +18.4% | -22.8% | -9.5% |
| YTD | -4.2% | +17.8% | -22.0% | -9.4% |
| 1Y | -23.4% | +90.5% | -113.8% | -37.6% |
| 3Y | +179.4% | +282.1% | -102.7% | +76.9% |
| 5Y | +238.8% | +291.9% | -53.1% | +106.8% |
| 10Y | +350.2% | -24.9% | +375.1% | +278.4% |
| All | +4,537.3% | +1,941.9% | +2,595.4% | +2,536.4% |
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