-84.4%
RIVN vs EL
-67.5%
-16.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.0% | -2.4% |
| 7D | -2.1% | +0.8% | -2.8% | -2.4% |
| 30D | +1.2% | +19.8% | -18.7% | -7.0% |
| 3M | -13.1% | +25.7% | -38.8% | -21.9% |
| 6M | +5.5% | +5.4% | 0.0% | +0.7% |
| YTD | -20.1% | +0.2% | -20.4% | -23.5% |
| 1Y | +14.9% | +20.4% | -5.6% | -1.2% |
| 3Y | -32.5% | -32.1% | -0.3% | -23.0% |
| All | -84.4% | -67.5% | -16.8% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling