-84.1%
RIVN vs RMBS
+269.1%
-353.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | +2.5% | +3.5% | -0.9% | +1.2% |
| 30D | -2.3% | -8.6% | +6.2% | +0.6% |
| 3M | +1.7% | -40.3% | +42.1% | +21.8% |
| 6M | +0.9% | -1.0% | +1.8% | -5.8% |
| YTD | -18.8% | -4.6% | -14.2% | -25.3% |
| 1Y | +14.8% | +17.6% | -2.8% | -7.5% |
| 3Y | -30.7% | +58.6% | -89.4% | -59.2% |
| All | -84.1% | +269.1% | -353.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling