-84.1%
RIVN vs EWJ
+57.6%
-141.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | +0.3% |
| 7D | +2.5% | +1.0% | +1.5% | +1.1% |
| 30D | -2.3% | +1.0% | -3.3% | -3.8% |
| 3M | +1.7% | +7.2% | -5.5% | -7.2% |
| 6M | +0.9% | +13.9% | -13.0% | -14.7% |
| YTD | -18.8% | +20.8% | -39.6% | -37.2% |
| 1Y | +14.8% | +26.4% | -11.6% | -16.8% |
| 3Y | -30.7% | +71.8% | -102.5% | -72.3% |
| All | -84.1% | +57.6% | -141.7% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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