+299.2%
TEVA vs RRX
+17.8%
+281.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.2% |
| 7D | +2.0% | -0.3% | +2.4% | +2.1% |
| 30D | +1.0% | -6.1% | +7.1% | +2.3% |
| 3M | +7.3% | -23.1% | +30.4% | +12.2% |
| 6M | +21.7% | -19.5% | +41.3% | +24.5% |
| YTD | +18.8% | +16.1% | +2.8% | +9.3% |
| 1Y | +86.5% | +12.9% | +73.5% | +71.8% |
| 3Y | +269.4% | +7.9% | +261.5% | +228.0% |
| All | +299.2% | +17.8% | +281.4% | +238.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling