-26.6%
RKT vs TEVA
+93.8%
-120.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +1.4% | +4.7% | -3.3% | +0.7% |
| 3M | +6.3% | +5.6% | +0.7% | +5.5% |
| 6M | -15.5% | +10.5% | -25.9% | -17.8% |
| YTD | -27.4% | +16.5% | -43.9% | -29.2% |
| 1Y | -26.6% | +96.8% | -123.3% | -28.8% |
| All | -26.6% | +93.8% | -120.4% | -28.8% |
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