-84.1%
RIVN vs SAN
+360.4%
-444.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | +2.5% | -0.5% | +3.0% | +2.8% |
| 30D | -2.3% | -0.1% | -2.3% | -2.4% |
| 3M | +1.7% | +19.6% | -17.9% | -7.5% |
| 6M | +0.9% | +32.7% | -31.8% | -13.5% |
| YTD | -18.8% | +26.7% | -45.5% | -29.8% |
| 1Y | +14.8% | +51.6% | -36.8% | -10.5% |
| 3Y | -30.7% | +348.7% | -379.5% | -72.3% |
| All | -84.1% | +360.4% | -444.5% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling