+652.2%
RGTI vs TEVA
+280.8%
+371.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.3% |
| 7D | +0.5% | +2.0% | -1.5% | -0.6% |
| 30D | -17.1% | +1.0% | -18.1% | -17.5% |
| 3M | -26.0% | +7.3% | -33.3% | -29.5% |
| 6M | -9.9% | +21.7% | -31.6% | -21.3% |
| YTD | -31.1% | +18.8% | -49.9% | -39.1% |
| 1Y | -8.5% | +86.5% | -95.0% | -39.5% |
| 3Y | +652.2% | +269.4% | +382.8% | +231.5% |
| All | +652.2% | +280.8% | +371.4% | +231.5% |
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 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