-31.5%
RIVN vs VICR
+209.3%
-240.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.3% | -2.5% |
| 7D | +1.8% | +5.0% | -3.1% | +0.6% |
| 30D | +0.6% | -12.5% | +13.1% | +2.6% |
| 3M | +3.2% | -33.6% | +36.8% | +9.6% |
| 6M | -3.7% | +10.7% | -14.4% | -12.2% |
| YTD | -18.7% | +80.6% | -99.2% | -36.6% |
| 1Y | +14.7% | +288.4% | -273.6% | -29.6% |
| 3Y | -31.5% | +213.8% | -245.3% | -62.9% |
| All | -31.5% | +209.3% | -240.8% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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