-22.6%
ROP vs SOLS
+17.1%
-39.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.9% |
| 7D | -8.0% | +0.3% | -8.3% | -7.9% |
| 30D | -2.7% | +0.9% | -3.6% | -2.5% |
| 3M | +16.6% | -20.7% | +37.3% | +13.9% |
| 6M | +10.4% | -17.7% | +28.0% | +8.4% |
| YTD | -12.1% | +27.1% | -39.2% | -13.1% |
| All | -22.6% | +17.1% | -39.7% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling