-84.1%
RIVN vs SAP
+54.6%
-138.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | -2.3% | +0.3% | -2.6% | -2.5% |
| 3M | +1.7% | +16.9% | -15.1% | -8.4% |
| 6M | +0.9% | +6.3% | -5.5% | -4.6% |
| YTD | -18.8% | -12.4% | -6.4% | -13.3% |
| 1Y | +14.8% | -21.6% | +36.4% | +33.1% |
| 3Y | -30.7% | +54.8% | -85.5% | -61.1% |
| All | -84.1% | +54.6% | -138.7% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling