-84.4%
RIVN vs ES
+2.8%
-87.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.1% | +0.3% | -2.3% | -2.2% |
| 30D | +1.2% | -2.0% | +3.1% | +1.7% |
| 3M | -13.1% | +1.7% | -14.8% | -14.3% |
| 6M | +5.5% | -3.5% | +9.0% | +6.1% |
| YTD | -20.1% | +7.9% | -28.0% | -23.2% |
| 1Y | +14.9% | +17.2% | -2.3% | +5.7% |
| 3Y | -32.5% | +29.3% | -61.8% | -42.7% |
| All | -84.4% | +2.8% | -87.2% | -84.7% |
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