-24.8%
RIVN vs SAP
+69.7%
-94.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.2% | -4.9% |
| 7D | -10.5% | +0.6% | -11.1% | -10.7% |
| 30D | -5.9% | +6.5% | -12.5% | -7.9% |
| 3M | -23.0% | +12.2% | -35.3% | -25.8% |
| 6M | -14.6% | +46.1% | -60.7% | -24.9% |
| YTD | -38.2% | -1.6% | -36.6% | -37.5% |
| 1Y | -25.7% | -5.1% | -20.6% | -23.7% |
| 3Y | -24.8% | +68.4% | -93.1% | -43.1% |
| All | -24.8% | +69.7% | -94.4% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling