-86.4%
RIVN vs FICO
+82.5%
-168.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.5% |
| 7D | +3.1% | +0.9% | +2.2% | +2.7% |
| 30D | -1.9% | +9.4% | -11.3% | -5.7% |
| 3M | -16.4% | -30.4% | +14.0% | -8.3% |
| 6M | -3.7% | -35.1% | +31.5% | +5.2% |
| YTD | -30.5% | -56.8% | +26.3% | -10.5% |
| 1Y | -16.5% | -58.4% | +41.9% | +9.4% |
| 3Y | -11.0% | -26.7% | +15.7% | -34.3% |
| 5Y | -86.4% | +88.0% | -174.4% | -95.5% |
| All | -86.4% | +82.5% | -168.9% | -95.5% |
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