-84.4%
RIVN vs FICO
+132.9%
-217.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.6% | +5.4% |
| 7D | -2.1% | -19.2% | +17.1% | +5.7% |
| 30D | +1.2% | -14.6% | +15.7% | +6.6% |
| 3M | -13.1% | -20.1% | +7.0% | -8.0% |
| 6M | +5.5% | -36.3% | +41.8% | +20.2% |
| YTD | -20.1% | -44.9% | +24.7% | -2.6% |
| 1Y | +14.9% | -38.6% | +53.5% | +28.0% |
| 3Y | -32.5% | +4.0% | -36.5% | -57.3% |
| All | -84.4% | +132.9% | -217.3% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling