-87.9%
RIVN vs FDS
-21.2%
-66.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -5.0% |
| 7D | -10.5% | +1.5% | -12.0% | -11.1% |
| 30D | -5.9% | +14.8% | -20.8% | -11.5% |
| 3M | -23.0% | +16.3% | -39.3% | -28.4% |
| 6M | -14.6% | +66.2% | -80.9% | -35.7% |
| YTD | -38.2% | +16.2% | -54.4% | -43.4% |
| 1Y | -25.7% | +21.8% | -47.5% | -35.0% |
| 3Y | -24.8% | -23.9% | -0.9% | -9.3% |
| 5Y | -90.6% | -23.1% | -67.5% | -88.2% |
| All | -87.9% | -21.2% | -66.7% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling