-83.9%
RIVN vs EXEL
+213.3%
-297.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.5% |
| 7D | +4.1% | +1.4% | +2.7% | +3.6% |
| 30D | +1.1% | +6.7% | -5.6% | -1.4% |
| 3M | -4.0% | +11.5% | -15.4% | -7.8% |
| 6M | +5.2% | +38.8% | -33.6% | -6.8% |
| YTD | -18.0% | +31.6% | -49.5% | -26.1% |
| 1Y | +15.6% | +53.0% | -37.4% | -0.9% |
| 3Y | -30.0% | +160.8% | -190.8% | -54.0% |
| All | -83.9% | +213.3% | -297.2% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXEL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling