+299.2%
TEVA vs RVTY
-33.1%
+332.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.3% |
| 7D | +2.0% | -4.5% | +6.5% | +3.3% |
| 30D | +1.0% | +5.5% | -4.5% | -0.6% |
| 3M | +7.3% | +22.5% | -15.2% | +1.3% |
| 6M | +21.7% | +38.9% | -17.2% | +10.5% |
| YTD | +18.8% | +28.7% | -9.9% | +9.4% |
| 1Y | +86.5% | +45.5% | +41.0% | +64.9% |
| 3Y | +269.4% | +16.4% | +253.1% | +238.1% |
| All | +299.2% | -33.1% | +332.3% | +314.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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