-84.1%
RIVN vs EL
-69.8%
-14.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.3% |
| 7D | +0.9% | -4.4% | +5.2% | +2.8% |
| 30D | -1.9% | +10.3% | -12.2% | -6.4% |
| 3M | +8.7% | +13.4% | -4.6% | +2.3% |
| 6M | -3.0% | +3.1% | -6.0% | -6.5% |
| YTD | -18.6% | -6.9% | -11.7% | -19.4% |
| 1Y | +15.4% | +11.9% | +3.5% | +2.4% |
| 3Y | -30.5% | -33.8% | +3.3% | -21.6% |
| All | -84.1% | -69.8% | -14.2% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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