+209.9%
TEVA vs RCAT
-100.0%
+309.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.3% |
| 7D | -1.7% | -2.3% | +0.6% | -1.7% |
| 30D | +2.0% | -18.7% | +20.7% | +2.0% |
| 3M | +7.0% | -29.3% | +36.2% | +7.0% |
| 6M | +17.0% | -42.3% | +59.3% | +17.1% |
| YTD | +18.1% | +2.5% | +15.5% | +17.9% |
| 1Y | +87.2% | -5.7% | +92.9% | +87.0% |
| 3Y | +283.1% | +764.9% | -481.8% | +279.0% |
| 5Y | +298.4% | +182.3% | +116.1% | +294.6% |
| 10Y | -23.4% | -98.5% | +75.1% | -26.6% |
| All | +209.9% | -100.0% | +309.9% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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