-84.1%
RIVN vs M
-18.9%
-65.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +2.2% |
| 7D | +0.9% | -8.8% | +9.6% | +4.5% |
| 30D | -1.9% | -16.4% | +14.5% | +5.2% |
| 3M | +8.7% | -10.8% | +19.6% | +12.9% |
| 6M | -3.0% | +16.1% | -19.1% | -10.2% |
| YTD | -18.6% | -5.3% | -13.3% | -18.9% |
| 1Y | +15.4% | +24.9% | -9.5% | +2.3% |
| 3Y | -30.5% | +97.5% | -128.1% | -55.5% |
| All | -84.1% | -18.9% | -65.2% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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