-17.4%
RMBS vs SOLS
+37.2%
-54.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.5% | +0.6% | -2.5% |
| 7D | -8.9% | -8.8% | -0.2% | -4.3% |
| 30D | -24.8% | -0.6% | -24.2% | -24.3% |
| 3M | -17.6% | -9.0% | -8.5% | -13.4% |
| 6M | -25.7% | -28.7% | +3.0% | -11.9% |
| YTD | -9.8% | +19.2% | -28.9% | -13.5% |
| 1Y | -17.4% | +32.6% | -50.0% | -25.4% |
| All | -17.4% | +37.2% | -54.6% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 1y: compounded portfolio wealth divided by compounded SOLS 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…
1y analysis · Full analysis span regression · 6 months rolling