-30.9%
RIVN vs ADP
+14.8%
-45.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.2% | +3.3% |
| 7D | +4.1% | -5.5% | +9.6% | +5.1% |
| 30D | +1.1% | -1.2% | +2.3% | +1.3% |
| 3M | -4.0% | +17.9% | -21.8% | -7.6% |
| 6M | +5.2% | +20.3% | -15.1% | +0.6% |
| YTD | -18.0% | +5.8% | -23.8% | -18.9% |
| 1Y | +15.6% | -7.7% | +23.3% | +19.0% |
| All | -30.9% | +14.8% | -45.7% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 3y: compounded portfolio wealth divided by compounded ADP 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…
3y analysis · Full analysis span regression · 6 months rolling