+37.0%
SOLS vs RBA
-3.5%
+40.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +14.0% | +1.7% | +12.3% | +13.9% |
| 30D | +10.0% | +8.3% | +1.6% | +9.3% |
| 3M | +5.8% | +10.5% | -4.7% | +5.0% |
| 6M | -25.2% | -5.9% | -19.3% | -23.9% |
| YTD | +36.5% | -6.9% | +43.4% | +25.1% |
| 1Y | +45.0% | -4.9% | +49.9% | +30.5% |
| All | +37.0% | -3.5% | +40.6% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling