+23.3%
ROK vs SOLS
+22.7%
+0.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.3% |
| 7D | +2.8% | +4.5% | -1.8% | +2.1% |
| 30D | -2.4% | +6.0% | -8.4% | -3.3% |
| 3M | -4.7% | -19.7% | +15.0% | -2.0% |
| 6M | +16.8% | -10.4% | +27.1% | +18.8% |
| YTD | +11.4% | +33.3% | -21.9% | +9.8% |
| All | +23.3% | +22.7% | +0.5% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling