-84.1%
RIVN vs DD
+37.9%
-122.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +0.9% | -2.9% | +3.8% | +3.1% |
| 30D | -1.9% | -11.5% | +9.6% | +7.5% |
| 3M | +8.7% | -5.4% | +14.1% | +13.3% |
| 6M | -3.0% | -6.9% | +3.9% | +1.6% |
| YTD | -18.6% | +6.9% | -25.5% | -24.0% |
| 1Y | +15.4% | +35.6% | -20.2% | -11.5% |
| 3Y | -30.5% | +42.5% | -73.1% | -50.7% |
| All | -84.1% | +37.9% | -122.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling