+46.1%
SOLS vs RBA
-4.5%
+50.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.3% |
| 7D | +16.4% | +0.6% | +15.8% | +16.3% |
| 30D | +10.6% | +9.0% | +1.6% | +10.1% |
| 3M | +10.0% | +7.2% | +2.9% | +9.9% |
| 6M | -21.2% | -7.8% | -13.5% | -19.5% |
| YTD | +38.7% | -6.4% | +45.0% | +24.4% |
| 1Y | +46.1% | -4.2% | +50.2% | +28.3% |
| All | +46.1% | -4.5% | +50.6% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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