-84.1%
RIVN vs RMBS
+266.2%
-350.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.8% |
| 7D | +1.8% | +1.8% | +0.1% | +1.1% |
| 30D | +0.6% | -13.9% | +14.5% | +6.2% |
| 3M | +3.2% | -39.8% | +43.0% | +22.9% |
| 6M | -3.7% | -6.0% | +2.3% | -8.1% |
| YTD | -18.7% | -5.4% | -13.3% | -25.0% |
| 1Y | +14.7% | -1.8% | +16.6% | +1.0% |
| 3Y | -31.5% | +53.7% | -85.2% | -58.9% |
| All | -84.1% | +266.2% | -350.3% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 5y: compounded portfolio wealth divided by compounded RMBS 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…
5y analysis · Full analysis span regression · 6 months rolling