-87.3%
RIVN vs ES
+4.2%
-91.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.3% | -5.8% |
| 7D | -3.7% | -1.1% | -2.6% | -3.4% |
| 30D | -4.3% | +8.2% | -12.5% | -7.0% |
| 3M | -19.6% | +0.6% | -20.3% | -20.1% |
| 6M | -8.2% | +6.0% | -14.2% | -11.1% |
| YTD | -35.1% | +9.3% | -44.4% | -37.9% |
| 1Y | -26.9% | +1.1% | -28.1% | -28.3% |
| 3Y | -16.9% | +51.9% | -68.8% | -34.3% |
| 5Y | -90.2% | +6.5% | -96.6% | -90.3% |
| All | -87.3% | +4.2% | -91.5% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling