-84.4%
RIVN vs SAN
+368.2%
-452.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | -2.1% | +1.8% | -3.8% | -3.0% |
| 30D | +1.2% | +2.0% | -0.8% | 0.0% |
| 3M | -13.1% | +19.7% | -32.9% | -21.0% |
| 6M | +5.5% | +30.6% | -25.1% | -8.8% |
| YTD | -20.1% | +28.8% | -49.0% | -31.6% |
| 1Y | +14.9% | +57.8% | -42.9% | -12.4% |
| 3Y | -32.5% | +338.1% | -370.6% | -72.6% |
| All | -84.4% | +368.2% | -452.6% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling