-84.4%
RIVN vs FIX
+1,567.5%
-1,651.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.7% |
| 7D | -2.1% | +6.0% | -8.1% | -3.9% |
| 30D | +1.2% | -7.2% | +8.4% | +3.1% |
| 3M | -13.1% | -15.9% | +2.7% | -9.3% |
| 6M | +5.5% | +12.7% | -7.2% | -1.0% |
| YTD | -20.1% | +72.8% | -92.9% | -35.6% |
| 1Y | +14.9% | +122.9% | -108.0% | -16.4% |
| 3Y | -32.5% | +774.3% | -806.8% | -79.0% |
| All | -84.4% | +1,567.5% | -1,651.9% | -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 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