-26.9%
RIVN vs FIX
+17.6%
-44.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.7% | -4.9% |
| 7D | -3.7% | +17.0% | -20.7% | -6.6% |
| 30D | -4.3% | -30.6% | +26.3% | +3.0% |
| 3M | -19.6% | -35.0% | +15.4% | -12.7% |
| 6M | -8.2% | -44.0% | +35.7% | +2.8% |
| YTD | -35.1% | +21.1% | -56.2% | -40.3% |
| 1Y | -26.9% | +16.3% | -43.2% | -34.8% |
| All | -26.9% | +17.6% | -44.6% | -34.8% |
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