-84.1%
RIVN vs DD
+37.6%
-121.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | +0.1% |
| 7D | +1.8% | -3.5% | +5.3% | +4.6% |
| 30D | +0.6% | -11.7% | +12.3% | +10.4% |
| 3M | +3.2% | -9.2% | +12.4% | +10.9% |
| 6M | -3.7% | -7.2% | +3.5% | +1.0% |
| YTD | -18.7% | +6.6% | -25.3% | -23.9% |
| 1Y | +14.7% | +32.0% | -17.3% | -10.0% |
| 3Y | -31.5% | +42.1% | -73.7% | -51.3% |
| All | -84.1% | +37.6% | -121.7% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling