-83.9%
RIVN vs FICO
+133.2%
-217.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +4.1% | -15.4% | +19.5% | +10.3% |
| 30D | +1.1% | -10.4% | +11.4% | +4.6% |
| 3M | -4.0% | -22.7% | +18.7% | +3.1% |
| 6M | +5.2% | -36.8% | +42.0% | +20.3% |
| YTD | -18.0% | -44.8% | +26.8% | 0.0% |
| 1Y | +15.6% | -39.3% | +54.9% | +29.7% |
| 3Y | -30.0% | +3.7% | -33.7% | -55.6% |
| All | -83.9% | +133.2% | -217.1% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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