-86.6%
RIVN vs TOST
-37.0%
-49.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | -3.7% | -3.6% | -0.1% | -1.8% |
| 30D | 0.0% | +8.9% | -8.9% | -4.5% |
| 3M | -17.2% | -2.2% | -15.0% | -16.8% |
| 6M | -3.8% | +41.0% | -44.8% | -21.1% |
| YTD | -31.3% | -4.0% | -27.3% | -32.6% |
| 1Y | -24.9% | -9.6% | -15.3% | -24.0% |
| 3Y | -12.1% | +141.7% | -153.8% | -54.2% |
| 5Y | -89.0% | -29.5% | -59.5% | -91.1% |
| All | -86.6% | -37.0% | -49.5% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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