-84.1%
RIVN vs USFR
+20.6%
-104.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | +0.6% |
| 7D | +1.8% | +0.1% | +1.7% | +3.1% |
| 30D | +0.6% | +0.4% | +0.3% | +4.0% |
| 3M | +3.2% | +1.0% | +2.1% | +13.5% |
| 6M | -3.7% | +2.0% | -5.7% | +14.4% |
| YTD | -18.7% | +2.8% | -21.4% | +3.2% |
| 1Y | +14.7% | +4.1% | +10.7% | +62.7% |
| 3Y | -31.5% | +14.1% | -45.7% | +163.3% |
| All | -84.1% | +20.6% | -104.7% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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