+8,694.2%
ROL vs TEVA
+6,991.7%
+1,702.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.3% | -1.7% | -1.6% | -3.1% |
| 30D | -7.2% | +2.0% | -9.2% | -7.5% |
| 3M | -27.0% | +7.0% | -33.9% | -27.8% |
| 6M | -39.5% | +17.0% | -56.5% | -40.9% |
| YTD | -41.8% | +18.1% | -59.9% | -43.3% |
| 1Y | -38.9% | +87.2% | -126.1% | -43.8% |
| 3Y | -0.4% | +283.1% | -283.4% | -18.2% |
| 5Y | -4.2% | +298.4% | -302.6% | -23.4% |
| 10Y | +208.2% | -23.4% | +231.6% | +183.3% |
| All | +8,694.2% | +6,991.7% | +1,702.5% | +6,018.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling