+37.0%
SOLS vs RGEN
+9.1%
+28.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.6% |
| 7D | +14.0% | -3.3% | +17.3% | +14.0% |
| 30D | +10.0% | -5.8% | +15.8% | +9.9% |
| 3M | +5.8% | +0.2% | +5.6% | +5.9% |
| 6M | -25.2% | +56.8% | -82.0% | -25.6% |
| YTD | +36.5% | +2.4% | +34.1% | +30.6% |
| 1Y | +45.0% | +11.4% | +33.6% | +42.1% |
| All | +37.0% | +9.1% | +28.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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