-84.4%
RIVN vs FIVE
+18.2%
-102.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -3.2% |
| 7D | -2.1% | +4.3% | -6.3% | -3.9% |
| 30D | +1.2% | +12.5% | -11.4% | -4.2% |
| 3M | -13.1% | +31.2% | -44.4% | -23.4% |
| 6M | +5.5% | +14.4% | -8.9% | -2.2% |
| YTD | -20.1% | +33.9% | -54.0% | -31.0% |
| 1Y | +14.9% | +65.1% | -50.2% | -9.8% |
| 3Y | -32.5% | +49.0% | -81.4% | -47.7% |
| All | -84.4% | +18.2% | -102.6% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling