-87.9%
RIVN vs SO
+78.1%
-166.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -6.1% | -5.0% |
| 7D | -10.5% | +1.4% | -11.9% | -10.6% |
| 30D | -5.9% | +4.7% | -10.7% | -6.4% |
| 3M | -23.0% | +1.7% | -24.7% | -23.1% |
| 6M | -14.6% | +2.2% | -16.8% | -15.3% |
| YTD | -38.2% | +10.0% | -48.2% | -39.5% |
| 1Y | -25.7% | +6.0% | -31.7% | -26.7% |
| 3Y | -24.8% | +54.1% | -78.9% | -35.3% |
| 5Y | -90.6% | +79.6% | -170.3% | -91.9% |
| All | -87.9% | +78.1% | -166.0% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling