+14.8%
RIVN vs FIX
+125.7%
-110.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | +2.5% | +3.5% | -1.0% | +1.6% |
| 30D | -2.3% | -3.5% | +1.2% | -2.0% |
| 3M | +1.7% | -11.8% | +13.5% | +3.6% |
| 6M | +0.9% | +17.8% | -16.9% | -5.2% |
| YTD | -18.8% | +73.3% | -92.1% | -29.7% |
| 1Y | +14.8% | +128.1% | -113.3% | -6.3% |
| All | +14.8% | +125.7% | -110.9% | -6.3% |
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 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