-39.5%
ROL vs TEVA
+89.1%
-128.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.5% |
| 7D | -3.2% | +2.0% | -5.2% | -3.2% |
| 30D | -4.9% | +1.0% | -5.9% | -4.9% |
| 3M | -25.8% | +7.3% | -33.1% | -25.9% |
| 6M | -37.6% | +21.7% | -59.3% | -38.1% |
| YTD | -41.5% | +18.8% | -60.3% | -41.8% |
| 1Y | -39.5% | +86.5% | -126.0% | -39.4% |
| All | -39.5% | +89.1% | -128.6% | -39.4% |
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