-20.4%
ROP vs TEVA
+280.8%
-301.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.1% |
| 7D | -4.6% | +2.0% | -6.6% | -4.7% |
| 30D | -1.7% | +1.0% | -2.7% | -1.8% |
| 3M | +17.1% | +7.3% | +9.7% | +16.4% |
| 6M | +10.9% | +21.7% | -10.9% | +9.6% |
| YTD | -12.1% | +18.8% | -30.9% | -13.1% |
| 1Y | -24.2% | +86.5% | -110.7% | -26.8% |
| 3Y | -20.4% | +269.4% | -289.8% | -25.8% |
| All | -20.4% | +280.8% | -301.2% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling