-84.4%
RIVN vs XLB
+29.2%
-113.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -0.6% |
| 7D | -2.1% | -1.4% | -0.7% | -0.1% |
| 30D | +1.2% | -0.4% | +1.5% | +1.9% |
| 3M | -13.1% | +2.0% | -15.1% | -15.4% |
| 6M | +5.5% | +1.8% | +3.7% | +2.6% |
| YTD | -20.1% | +16.6% | -36.7% | -36.6% |
| 1Y | +14.9% | +16.9% | -2.1% | -9.7% |
| 3Y | -32.5% | +32.6% | -65.0% | -56.6% |
| All | -84.4% | +29.2% | -113.6% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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