-31.5%
RIVN vs SAN
+352.3%
-383.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.2% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | +0.6% | +0.9% | -0.3% | +0.1% |
| 3M | +3.2% | +19.1% | -16.0% | -5.1% |
| 6M | -3.7% | +33.2% | -36.9% | -16.0% |
| YTD | -18.7% | +29.1% | -47.8% | -29.2% |
| 1Y | +14.7% | +50.2% | -35.5% | -7.7% |
| 3Y | -31.5% | +351.0% | -382.6% | -69.8% |
| All | -31.5% | +352.3% | -383.8% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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