-87.9%
RIVN vs CAPR
+170.0%
-257.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.9% | +2.1% | -4.7% |
| 7D | -10.5% | +5.9% | -16.4% | -10.7% |
| 30D | -5.9% | +44.6% | -50.6% | -6.7% |
| 3M | -23.0% | +126.4% | -149.4% | -24.5% |
| 6M | -14.6% | -68.6% | +53.9% | -14.0% |
| YTD | -38.2% | -67.0% | +28.8% | -37.9% |
| 1Y | -25.7% | +65.2% | -90.9% | -31.5% |
| 3Y | -24.8% | +235.6% | -260.3% | -46.3% |
| 5Y | -90.6% | +175.4% | -266.1% | -94.1% |
| All | -87.9% | +170.0% | -257.9% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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