-33.1%
RIVN vs USAR
+58.5%
-91.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +0.7% |
| 7D | +0.9% | -9.3% | +10.2% | +1.5% |
| 30D | -1.9% | -15.2% | +13.3% | -0.9% |
| 3M | +8.7% | -21.1% | +29.8% | +10.1% |
| 6M | -3.0% | -21.6% | +18.6% | -1.9% |
| YTD | -18.6% | +34.8% | -53.4% | -18.9% |
| 1Y | +15.4% | +15.6% | -0.3% | +14.5% |
| 3Y | -30.5% | +57.7% | -88.2% | -45.1% |
| All | -33.1% | +58.5% | -91.6% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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