-89.0%
RIVN vs STRL
+975.2%
-1,064.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -2.3% |
| 7D | -3.7% | +7.1% | -10.8% | -5.6% |
| 30D | 0.0% | -39.4% | +39.4% | +10.8% |
| 3M | -17.2% | -43.0% | +25.7% | -7.8% |
| 6M | -3.8% | -65.0% | +61.2% | +19.5% |
| YTD | -31.3% | -0.8% | -30.5% | -40.5% |
| 1Y | -24.9% | -20.3% | -4.6% | -30.9% |
| 3Y | -12.1% | +356.5% | -368.6% | -65.6% |
| 5Y | -89.0% | +952.8% | -1,041.8% | -98.0% |
| All | -89.0% | +975.2% | -1,064.2% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling