+844.8%
TEVA vs RBA
+3,468.6%
-2,623.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -1.7% | -1.9% | +0.2% | -1.4% |
| 30D | +2.0% | -13.0% | +14.9% | +4.4% |
| 3M | +7.0% | -23.1% | +30.1% | +11.5% |
| 6M | +17.0% | -22.6% | +39.6% | +21.8% |
| YTD | +18.1% | -20.4% | +38.5% | +22.0% |
| 1Y | +87.2% | -29.6% | +116.8% | +97.6% |
| 3Y | +283.1% | +26.6% | +256.5% | +259.9% |
| 5Y | +298.4% | +38.2% | +260.2% | +261.6% |
| 10Y | -23.4% | +194.7% | -218.2% | -40.2% |
| All | +844.8% | +3,468.6% | -2,623.8% | +482.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling