-84.1%
RIVN vs NTRS
+79.8%
-163.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.9% |
| 7D | +1.8% | +1.4% | +0.5% | +0.8% |
| 30D | +0.6% | -0.7% | +1.3% | +0.8% |
| 3M | +3.2% | +11.3% | -8.2% | -5.3% |
| 6M | -3.7% | +35.5% | -39.3% | -24.2% |
| YTD | -18.7% | +40.6% | -59.3% | -38.1% |
| 1Y | +14.7% | +49.2% | -34.5% | -17.0% |
| 3Y | -31.5% | +167.2% | -198.8% | -70.4% |
| All | -84.1% | +79.8% | -163.9% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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