-84.1%
RIVN vs TAP
-1.3%
-82.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.9% | -5.3% | +6.1% | +2.6% |
| 30D | -1.9% | -7.4% | +5.5% | +0.5% |
| 3M | +8.7% | -4.9% | +13.7% | +9.7% |
| 6M | -3.0% | -14.2% | +11.2% | +1.6% |
| YTD | -18.6% | -14.8% | -3.7% | -15.4% |
| 1Y | +15.4% | -18.1% | +33.5% | +21.5% |
| 3Y | -30.5% | -32.7% | +2.2% | -19.7% |
| All | -84.1% | -1.3% | -82.7% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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