+12.5%
RIVN vs SAP
-5.6%
+18.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.2% | +1.6% | +4.8% |
| 7D | +20.5% | +1.3% | +19.2% | +20.1% |
| 30D | -3.7% | +15.5% | -19.2% | -7.0% |
| 3M | -10.8% | +22.8% | -33.6% | -14.9% |
| 6M | -3.1% | +42.5% | -45.6% | -11.1% |
| YTD | -28.7% | +0.5% | -29.2% | -20.7% |
| 1Y | +12.5% | -5.9% | +18.4% | +48.2% |
| All | +12.5% | -5.6% | +18.1% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling