-84.1%
RIVN vs SHAK
-23.0%
-61.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.6% |
| 7D | +1.8% | -8.3% | +10.1% | +5.8% |
| 30D | +0.6% | -12.6% | +13.3% | +6.9% |
| 3M | +3.2% | +9.1% | -6.0% | -2.9% |
| 6M | -3.7% | -31.2% | +27.5% | +8.5% |
| YTD | -18.7% | -21.6% | +2.9% | -15.8% |
| 1Y | +14.7% | -38.8% | +53.5% | +35.0% |
| 3Y | -31.5% | +0.6% | -32.1% | -53.0% |
| All | -84.1% | -23.0% | -61.1% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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