-86.6%
RIVN vs FIX
+1,102.9%
-1,189.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -2.7% |
| 7D | -3.7% | +6.4% | -10.1% | -5.7% |
| 30D | 0.0% | -29.1% | +29.1% | +9.4% |
| 3M | -17.2% | -31.1% | +13.9% | -9.5% |
| 6M | -3.8% | -42.8% | +39.0% | +10.8% |
| YTD | -31.3% | +24.6% | -55.9% | -40.0% |
| 1Y | -24.9% | +21.9% | -46.8% | -34.3% |
| 3Y | -12.1% | +524.9% | -537.0% | -70.1% |
| 5Y | -89.0% | +1,092.2% | -1,181.2% | -97.8% |
| All | -86.6% | +1,102.9% | -1,189.4% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling