-24.8%
RIVN vs USAR
-20.4%
-4.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -6.0% | -4.9% |
| 7D | -10.5% | -0.8% | -9.7% | -10.5% |
| 30D | -5.9% | -20.9% | +15.0% | -4.7% |
| 3M | -23.0% | -56.2% | +33.1% | -18.8% |
| 6M | -14.6% | -67.9% | +53.3% | -8.8% |
| YTD | -38.2% | -31.4% | -6.8% | -35.7% |
| 1Y | -25.7% | -45.1% | +19.4% | -22.6% |
| 3Y | -24.8% | -20.3% | -4.5% | -25.4% |
| All | -24.8% | -20.4% | -4.4% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling