+584.5%
RIO vs TEVA
-22.9%
+607.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.5% | +0.2% |
| 7D | -3.2% | +2.0% | -5.2% | -3.5% |
| 30D | +0.9% | +1.0% | 0.0% | +0.8% |
| 3M | -1.4% | +7.3% | -8.8% | -2.8% |
| 6M | +10.9% | +21.7% | -10.8% | +6.8% |
| YTD | +31.2% | +18.8% | +12.4% | +26.8% |
| 1Y | +67.9% | +86.5% | -18.6% | +49.7% |
| 3Y | +88.8% | +269.4% | -180.6% | +44.1% |
| 5Y | +93.1% | +303.6% | -210.5% | +41.0% |
| All | +584.5% | -22.9% | +607.4% | +461.3% |
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