-4.6%
ROP vs SOLS
+26.5%
-31.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -2.7% | +20.8% | -23.5% | +0.9% |
| 30D | +29.7% | +9.2% | +20.5% | +32.3% |
| 3M | +21.2% | +7.1% | +14.2% | +23.4% |
| 6M | +48.3% | -23.7% | +71.9% | +45.6% |
| YTD | +8.4% | +37.3% | -29.0% | +9.2% |
| 1Y | +6.0% | +42.2% | -36.2% | +6.3% |
| All | -4.6% | +26.5% | -31.1% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling