-20.8%
RIVN vs FICO
-24.3%
+3.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +11.9% | -0.9% | +12.9% | +12.0% |
| 30D | -5.1% | +3.3% | -8.4% | -5.6% |
| 3M | -11.5% | -31.7% | +20.2% | -8.1% |
| 6M | -6.0% | -34.0% | +28.0% | -3.4% |
| YTD | -30.9% | -58.3% | +27.4% | -23.0% |
| 1Y | -10.6% | -57.9% | +47.4% | -0.5% |
| 3Y | -20.8% | -24.1% | +3.3% | -25.8% |
| All | -20.8% | -24.3% | +3.5% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling