-84.1%
RIVN vs SPYG
+77.4%
-161.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.0% |
| 30D | -2.3% | -1.7% | -0.7% | +0.3% |
| 3M | +1.7% | +3.6% | -1.9% | -3.5% |
| 6M | +0.9% | +16.6% | -15.7% | -19.6% |
| YTD | -18.8% | +13.4% | -32.2% | -32.7% |
| 1Y | +14.8% | +19.6% | -4.8% | -12.4% |
| 3Y | -30.7% | +99.8% | -130.5% | -79.5% |
| All | -84.1% | +77.4% | -161.5% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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