-84.1%
RIVN vs USHY
+21.0%
-105.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.2% |
| 7D | +2.5% | -0.1% | +2.7% | +3.1% |
| 30D | -2.3% | 0.0% | -2.3% | -2.0% |
| 3M | +1.7% | +0.8% | +0.9% | -1.0% |
| 6M | +0.9% | +1.9% | -1.1% | -5.0% |
| YTD | -18.8% | +2.3% | -21.0% | -24.4% |
| 1Y | +14.8% | +4.1% | +10.7% | -0.1% |
| 3Y | -30.7% | +27.8% | -58.5% | -71.2% |
| All | -84.1% | +21.0% | -105.1% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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