-84.1%
RIVN vs FIX
+1,572.5%
-1,656.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.4% |
| 7D | +2.5% | +3.5% | -1.0% | +1.4% |
| 30D | -2.3% | -3.5% | +1.2% | -1.8% |
| 3M | +1.7% | -11.8% | +13.5% | +4.5% |
| 6M | +0.9% | +17.8% | -16.9% | -6.5% |
| YTD | -18.8% | +73.3% | -92.1% | -34.6% |
| 1Y | +14.8% | +128.1% | -113.3% | -17.1% |
| 3Y | -30.7% | +772.7% | -803.4% | -78.4% |
| All | -84.1% | +1,572.5% | -1,656.6% | -97.2% |
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