-84.1%
RIVN vs COPX
+194.0%
-278.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.6% |
| 7D | +2.5% | +6.0% | -3.4% | -1.1% |
| 30D | -2.3% | +6.4% | -8.8% | -6.0% |
| 3M | +1.7% | +19.3% | -17.5% | -8.6% |
| 6M | +0.9% | +16.2% | -15.4% | -9.0% |
| YTD | -18.8% | +33.2% | -52.0% | -34.7% |
| 1Y | +14.8% | +90.2% | -75.4% | -28.1% |
| 3Y | -30.7% | +175.7% | -206.4% | -68.7% |
| All | -84.1% | +194.0% | -278.1% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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