+6,749.8%
TEVA vs RVTY
+2,237.3%
+4,512.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.9% |
| 7D | -0.7% | -7.4% | +6.7% | +0.9% |
| 30D | -0.4% | +4.5% | -4.9% | -1.4% |
| 3M | +8.2% | +19.5% | -11.2% | +4.0% |
| 6M | +15.3% | +34.1% | -18.8% | +7.7% |
| YTD | +16.5% | +25.3% | -8.8% | +9.9% |
| 1Y | +85.7% | +47.0% | +38.7% | +68.9% |
| 3Y | +277.9% | +14.1% | +263.7% | +255.4% |
| 5Y | +295.5% | -34.6% | +330.1% | +314.0% |
| 10Y | -24.5% | +136.0% | -160.4% | -38.9% |
| All | +6,749.8% | +2,237.3% | +4,512.5% | +3,445.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling