-30.0%
RIVN vs FIVE
+59.0%
-89.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | +4.1% | +3.7% | +0.4% | +3.1% |
| 30D | +1.1% | +4.0% | -2.9% | -0.2% |
| 3M | -4.0% | +36.2% | -40.2% | -11.8% |
| 6M | +5.2% | +18.0% | -12.8% | +0.1% |
| YTD | -18.0% | +34.9% | -52.8% | -24.6% |
| 1Y | +15.6% | +67.9% | -52.3% | +0.6% |
| 3Y | -30.0% | +57.3% | -87.3% | -43.5% |
| All | -30.0% | +59.0% | -89.0% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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