-84.4%
RIVN vs SAP
+59.0%
-143.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.5% |
| 7D | -2.1% | -2.9% | +0.8% | -0.3% |
| 30D | +1.2% | +9.0% | -7.9% | -3.8% |
| 3M | -13.1% | +14.9% | -28.1% | -20.7% |
| 6M | +5.5% | +11.9% | -6.4% | -3.4% |
| YTD | -20.1% | -9.9% | -10.2% | -16.1% |
| 1Y | +14.9% | -19.5% | +34.4% | +31.1% |
| 3Y | -32.5% | +61.8% | -94.3% | -63.4% |
| All | -84.4% | +59.0% | -143.4% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling