-25.0%
TEVA vs RRX
+228.4%
-253.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +0.7% |
| 7D | +2.0% | -0.3% | +2.4% | +2.1% |
| 30D | +1.0% | -6.1% | +7.1% | +3.1% |
| 3M | +7.3% | -23.1% | +30.4% | +15.0% |
| 6M | +21.7% | -19.5% | +41.3% | +26.1% |
| YTD | +18.8% | +16.1% | +2.8% | +5.1% |
| 1Y | +86.5% | +12.9% | +73.5% | +65.2% |
| 3Y | +269.4% | +7.9% | +261.5% | +207.4% |
| 5Y | +303.6% | +19.1% | +284.5% | +203.5% |
| All | -25.0% | +228.4% | -253.3% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling