+104.5%
TEVA vs RRX
+30.0%
+74.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.2% |
| 7D | +4.7% | +7.6% | -2.9% | +3.9% |
| 30D | +5.5% | +7.5% | -2.0% | +4.7% |
| 3M | +21.6% | -21.0% | +42.6% | +23.7% |
| 6M | +18.4% | -18.1% | +36.5% | +19.0% |
| YTD | +34.1% | +24.3% | +9.8% | +21.5% |
| 1Y | +104.5% | +29.3% | +75.2% | +83.4% |
| All | +104.5% | +30.0% | +74.5% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling