-42.2%
RIG vs TEVA
-22.9%
-19.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -2.5% |
| 7D | -3.1% | +2.0% | -5.1% | -3.8% |
| 30D | -0.5% | +1.0% | -1.5% | -1.0% |
| 3M | -6.0% | +7.3% | -13.3% | -9.1% |
| 6M | -10.1% | +21.7% | -31.9% | -18.3% |
| YTD | +37.3% | +18.8% | +18.4% | +25.6% |
| 1Y | +73.9% | +86.5% | -12.5% | +31.6% |
| 3Y | -30.2% | +269.4% | -299.6% | -63.3% |
| 5Y | +62.5% | +303.6% | -241.1% | -21.0% |
| All | -42.2% | -22.9% | -19.3% | -74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling