+6,749.8%
TEVA vs RRC
+1,198.5%
+5,551.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -0.7% | -1.2% | +0.4% | -0.6% |
| 30D | -0.4% | +3.0% | -3.3% | -0.6% |
| 3M | +8.2% | +7.3% | +1.0% | +7.5% |
| 6M | +15.3% | +3.6% | +11.8% | +14.7% |
| YTD | +16.5% | +19.4% | -2.9% | +14.1% |
| 1Y | +85.7% | +21.4% | +64.3% | +81.3% |
| 3Y | +277.9% | +32.8% | +245.1% | +262.8% |
| 5Y | +295.5% | +152.0% | +143.6% | +251.6% |
| 10Y | -24.5% | +5.9% | -30.3% | -35.1% |
| All | +6,749.8% | +1,198.5% | +5,551.3% | +5,196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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