+538.9%
TEVA vs RL
+1,349.6%
-810.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +1.6% | +1.9% | -0.3% | +1.1% |
| 30D | +4.0% | -12.2% | +16.2% | +6.8% |
| 3M | +10.5% | -6.6% | +17.2% | +11.9% |
| 6M | +18.4% | +3.2% | +15.2% | +16.9% |
| YTD | +17.8% | -1.3% | +19.1% | +17.1% |
| 1Y | +90.5% | +13.6% | +76.9% | +83.6% |
| 3Y | +282.1% | +210.9% | +71.2% | +191.4% |
| 5Y | +291.9% | +246.9% | +45.0% | +187.2% |
| 10Y | -24.9% | +310.1% | -335.0% | -48.5% |
| All | +538.9% | +1,349.6% | -810.7% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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