+23,895.7%
ROP vs TEVA
+3,125.3%
+20,770.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | -6.1% | -1.7% | -4.4% | -5.9% |
| 30D | -3.4% | +2.0% | -5.3% | -3.7% |
| 3M | +16.7% | +7.0% | +9.7% | +15.3% |
| 6M | +8.1% | +17.0% | -8.9% | +5.0% |
| YTD | -11.7% | +18.1% | -29.8% | -14.4% |
| 1Y | -24.2% | +87.2% | -111.5% | -31.9% |
| 3Y | -19.0% | +283.1% | -302.0% | -36.9% |
| 5Y | -15.9% | +298.4% | -314.2% | -36.6% |
| 10Y | +135.7% | -23.4% | +159.1% | +112.9% |
| All | +23,895.7% | +3,125.3% | +20,770.4% | +14,079.0% |
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