-87.3%
RIVN vs STRL
+942.2%
-1,029.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.3% |
| 7D | -3.7% | +23.4% | -27.1% | -8.5% |
| 30D | -4.3% | -39.5% | +35.2% | +6.2% |
| 3M | -19.6% | -45.1% | +25.4% | -9.5% |
| 6M | -8.2% | -64.6% | +56.3% | +13.8% |
| YTD | -35.1% | -1.5% | -33.5% | -43.7% |
| 1Y | -26.9% | -20.8% | -6.2% | -32.8% |
| 3Y | -16.9% | +353.1% | -370.0% | -67.7% |
| 5Y | -90.2% | +942.9% | -1,033.0% | -98.1% |
| All | -87.3% | +942.2% | -1,029.4% | -97.6% |
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