-31.5%
RIVN vs VIVK
-100.0%
+68.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | 0.0% |
| 7D | +1.8% | -4.4% | +6.2% | +1.9% |
| 30D | +0.6% | -40.8% | +41.4% | +1.5% |
| 3M | +3.2% | -94.1% | +97.3% | +8.0% |
| 6M | -3.7% | -98.2% | +94.5% | +2.2% |
| YTD | -18.7% | -98.0% | +79.3% | -14.8% |
| 1Y | +14.7% | -100.0% | +114.7% | +27.4% |
| 3Y | -31.5% | -100.0% | +68.5% | -27.1% |
| All | -31.5% | -100.0% | +68.5% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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