-84.4%
RIVN vs MOD
+1,592.7%
-1,677.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -2.2% |
| 7D | -2.1% | +9.6% | -11.6% | -4.4% |
| 30D | +1.2% | 0.0% | +1.1% | +0.8% |
| 3M | -13.1% | -35.4% | +22.2% | -4.0% |
| 6M | +5.5% | -7.3% | +12.8% | +4.6% |
| YTD | -20.1% | +45.8% | -65.9% | -31.0% |
| 1Y | +14.9% | +43.1% | -28.3% | -2.6% |
| 3Y | -32.5% | +297.7% | -330.1% | -65.7% |
| All | -84.4% | +1,592.7% | -1,677.1% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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