-30.0%
RIVN vs STRL
+531.3%
-561.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +2.1% |
| 7D | +4.1% | +10.1% | -6.0% | +2.2% |
| 30D | +1.1% | -8.2% | +9.3% | +2.3% |
| 3M | -4.0% | -43.7% | +39.7% | +5.5% |
| 6M | +5.2% | +27.1% | -21.9% | -4.7% |
| YTD | -18.0% | +64.0% | -82.0% | -30.2% |
| 1Y | +15.6% | +75.2% | -59.6% | -3.7% |
| 3Y | -30.0% | +539.9% | -569.9% | -63.7% |
| All | -30.0% | +531.3% | -561.3% | -63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling