-10.4%
RKT vs TEVA
+106.6%
-117.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.7% |
| 7D | +29.7% | +4.7% | +25.0% | +28.6% |
| 30D | +28.5% | +5.5% | +23.0% | +27.2% |
| 3M | +6.4% | +21.6% | -15.2% | +2.5% |
| 6M | +7.1% | +18.4% | -11.2% | +3.7% |
| YTD | -22.5% | +34.1% | -56.6% | -26.4% |
| 1Y | -10.4% | +104.5% | -115.0% | -13.1% |
| All | -10.4% | +106.6% | -117.0% | -13.1% |
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 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