-10.6%
RIVN vs FICO
-58.2%
+47.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +11.9% | -0.9% | +12.9% | +11.9% |
| 30D | -5.1% | +3.3% | -8.4% | -5.0% |
| 3M | -11.5% | -31.7% | +20.2% | -10.1% |
| 6M | -6.0% | -34.0% | +28.0% | -5.4% |
| YTD | -30.9% | -58.3% | +27.4% | -23.8% |
| 1Y | -10.6% | -57.9% | +47.4% | -2.1% |
| All | -10.6% | -58.2% | +47.6% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling