-86.4%
RIVN vs FIX
+1,045.2%
-1,131.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.0% |
| 7D | +3.1% | -13.9% | +17.0% | +6.8% |
| 30D | -1.9% | -35.5% | +33.7% | +10.6% |
| 3M | -16.4% | -33.9% | +17.5% | -7.5% |
| 6M | -3.7% | -43.3% | +39.6% | +11.1% |
| YTD | -30.5% | +18.7% | -49.2% | -38.4% |
| 1Y | -16.5% | +13.8% | -30.3% | -25.4% |
| 3Y | -11.0% | +495.0% | -506.0% | -69.3% |
| 5Y | -86.4% | +1,049.0% | -1,135.4% | -97.3% |
| All | -86.4% | +1,045.2% | -1,131.6% | -97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling