-11.4%
RKT vs TEVA
+300.5%
-312.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.6% |
| 7D | -6.3% | +2.0% | -8.3% | -6.7% |
| 30D | -6.2% | +1.0% | -7.1% | -6.4% |
| 3M | -1.9% | +7.3% | -9.2% | -3.9% |
| 6M | -13.0% | +21.7% | -34.7% | -17.6% |
| YTD | -31.9% | +18.8% | -50.8% | -35.2% |
| 1Y | -37.6% | +86.5% | -124.0% | -47.1% |
| 3Y | +36.8% | +269.4% | -232.6% | -8.4% |
| All | -11.4% | +300.5% | -312.0% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling