-87.9%
RIVN vs STRL
+910.3%
-998.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.1% | -1.8% | -4.1% |
| 7D | -10.5% | +15.7% | -26.2% | -13.7% |
| 30D | -5.9% | -35.5% | +29.5% | +2.7% |
| 3M | -23.0% | -47.1% | +24.1% | -12.5% |
| 6M | -14.6% | -65.8% | +51.1% | +6.7% |
| YTD | -38.2% | -4.5% | -33.7% | -46.0% |
| 1Y | -25.7% | -10.5% | -15.2% | -34.4% |
| 3Y | -24.8% | +340.6% | -365.4% | -70.6% |
| 5Y | -90.6% | +911.0% | -1,001.7% | -98.2% |
| All | -87.9% | +910.3% | -998.2% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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