-86.6%
RIVN vs ALLE
+54.8%
-141.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.8% |
| 7D | -3.7% | -0.8% | -2.9% | -3.0% |
| 30D | 0.0% | +27.4% | -27.4% | -17.9% |
| 3M | -17.2% | +13.8% | -31.1% | -25.8% |
| 6M | -3.8% | +45.5% | -49.3% | -31.0% |
| YTD | -31.3% | +21.4% | -52.7% | -42.8% |
| 1Y | -24.9% | +15.4% | -40.2% | -34.8% |
| 3Y | -12.1% | +91.7% | -103.8% | -55.0% |
| 5Y | -89.0% | +54.5% | -143.5% | -92.6% |
| All | -86.6% | +54.8% | -141.3% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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