-25.0%
TEVA vs RBA
+206.5%
-231.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.0% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +1.0% | -2.9% | +3.9% | +1.7% |
| 3M | +7.3% | -20.9% | +28.2% | +13.3% |
| 6M | +21.7% | -17.7% | +39.4% | +27.0% |
| YTD | +18.8% | -18.2% | +37.0% | +23.6% |
| 1Y | +86.5% | -29.1% | +115.6% | +101.7% |
| 3Y | +269.4% | +29.5% | +239.9% | +228.9% |
| 5Y | +303.6% | +40.2% | +263.4% | +237.3% |
| All | -25.0% | +206.5% | -231.4% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling