-84.1%
RIVN vs RNG
-76.9%
-7.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +1.8% | -6.1% | +7.9% | +4.5% |
| 30D | +0.6% | +9.6% | -9.0% | -3.7% |
| 3M | +3.2% | +83.3% | -80.2% | -24.3% |
| 6M | -3.7% | +77.9% | -81.7% | -31.1% |
| YTD | -18.7% | +139.9% | -158.6% | -52.7% |
| 1Y | +14.7% | +121.7% | -106.9% | -31.0% |
| 3Y | -31.5% | +121.9% | -153.4% | -61.4% |
| All | -84.1% | -76.9% | -7.2% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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