-34.7%
ROL vs TEVA
+106.6%
-141.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +14.6% | +4.7% | +9.9% | +14.5% |
| 30D | +29.3% | +5.5% | +23.7% | +29.1% |
| 3M | +2.0% | +21.6% | -19.5% | +1.3% |
| 6M | -28.5% | +18.4% | -46.9% | -28.8% |
| YTD | -35.3% | +34.1% | -69.4% | -36.2% |
| 1Y | -34.7% | +104.5% | -139.2% | -35.7% |
| All | -34.7% | +106.6% | -141.3% | -35.7% |
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