-84.1%
RIVN vs UMC
+159.4%
-243.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.5% |
| 7D | +0.9% | +11.4% | -10.5% | -4.4% |
| 30D | -1.9% | +16.8% | -18.7% | -9.6% |
| 3M | +8.7% | +19.1% | -10.4% | -5.6% |
| 6M | -3.0% | +137.4% | -140.4% | -45.5% |
| YTD | -18.6% | +186.4% | -204.9% | -62.2% |
| 1Y | +15.4% | +229.1% | -213.7% | -51.8% |
| 3Y | -30.5% | +257.9% | -288.4% | -74.5% |
| All | -84.1% | +159.4% | -243.5% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 all: compounded portfolio wealth divided by compounded UMC 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…
all analysis · Full analysis span regression · 6 months rolling