-31.5%
RIVN vs RJF
+69.0%
-100.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.8% | -2.7% | +4.6% | +3.2% |
| 30D | +0.6% | -4.3% | +4.9% | +2.6% |
| 3M | +3.2% | +15.7% | -12.6% | -4.1% |
| 6M | -3.7% | +17.8% | -21.5% | -11.5% |
| YTD | -18.7% | +9.2% | -27.8% | -23.1% |
| 1Y | +14.7% | +2.8% | +12.0% | +11.9% |
| 3Y | -31.5% | +69.5% | -101.0% | -50.2% |
| All | -31.5% | +69.0% | -100.5% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling