-52.2%
RDDT vs TEVA
+81.2%
-133.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.2% | -7.8% | -7.9% |
| 7D | -27.6% | +0.7% | -28.4% | -27.9% |
| 30D | -37.0% | +6.8% | -43.8% | -38.2% |
| 3M | -39.6% | +20.3% | -59.9% | -42.3% |
| 6M | -45.3% | +16.5% | -61.9% | -47.4% |
| YTD | -59.2% | +33.9% | -93.1% | -62.3% |
| 1Y | -52.2% | +69.8% | -122.0% | -56.5% |
| All | -52.2% | +81.2% | -133.4% | -56.5% |
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