-31.5%
RIVN vs CBOE
+89.1%
-120.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -1.3% |
| 7D | +1.8% | -5.8% | +7.7% | -1.3% |
| 30D | +0.6% | -3.1% | +3.8% | -0.8% |
| 3M | +3.2% | -4.8% | +7.9% | +3.5% |
| 6M | -3.7% | -0.6% | -3.2% | +0.5% |
| YTD | -18.7% | +12.8% | -31.5% | -8.9% |
| 1Y | +14.7% | +19.8% | -5.0% | +33.5% |
| 3Y | -31.5% | +86.9% | -118.5% | +11.3% |
| All | -31.5% | +89.1% | -120.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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