-30.0%
RIVN vs ES
+33.1%
-63.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.6% |
| 7D | +4.1% | +1.4% | +2.7% | +3.7% |
| 30D | +1.1% | -1.2% | +2.2% | +1.3% |
| 3M | -4.0% | +5.0% | -9.0% | -6.0% |
| 6M | +5.2% | -2.8% | +8.0% | +5.6% |
| YTD | -18.0% | +8.6% | -26.5% | -20.9% |
| 1Y | +15.6% | +18.9% | -3.4% | +6.5% |
| 3Y | -30.0% | +32.1% | -62.1% | -42.4% |
| All | -30.0% | +33.1% | -63.1% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling