+12.5%
RIVN vs FIX
+14.3%
-1.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -15.1% | +20.9% | +8.8% |
| 7D | +20.5% | -18.9% | +39.4% | +25.0% |
| 30D | -3.7% | -36.3% | +32.6% | +6.5% |
| 3M | -10.8% | -38.5% | +27.7% | -0.9% |
| 6M | -3.1% | -42.3% | +39.2% | +8.3% |
| YTD | -28.7% | +17.1% | -45.8% | -36.5% |
| 1Y | +12.5% | +14.4% | -1.9% | -2.8% |
| All | +12.5% | +14.3% | -1.8% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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