-84.1%
RIVN vs RNG
-76.7%
-7.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +2.5% | -4.1% | +6.6% | +4.2% |
| 30D | -2.3% | +8.6% | -11.0% | -6.2% |
| 3M | +1.7% | +78.0% | -76.2% | -24.3% |
| 6M | +0.9% | +67.0% | -66.2% | -25.6% |
| YTD | -18.8% | +142.4% | -161.2% | -53.0% |
| 1Y | +14.8% | +120.4% | -105.6% | -30.7% |
| 3Y | -30.7% | +122.1% | -152.8% | -60.9% |
| All | -84.1% | -76.7% | -7.4% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling