+230.8%
RDW vs TEVA
+280.8%
-50.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.9% |
| 7D | +0.9% | +2.0% | -1.2% | +0.2% |
| 30D | -21.3% | +1.0% | -22.2% | -21.5% |
| 3M | -37.9% | +7.3% | -45.2% | -39.5% |
| 6M | +12.3% | +21.7% | -9.5% | +4.1% |
| YTD | +39.7% | +18.8% | +20.9% | +30.6% |
| 1Y | +25.7% | +86.5% | -60.8% | +0.8% |
| 3Y | +230.8% | +269.4% | -38.6% | +83.1% |
| All | +230.8% | +280.8% | -50.0% | +83.1% |
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