+27.6%
SOLS vs RGEN
+7.1%
+20.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +0.3% | -2.9% | +3.2% | +0.2% |
| 30D | +0.9% | -0.1% | +0.9% | +0.7% |
| 3M | -20.7% | +25.9% | -46.6% | -20.7% |
| 6M | -17.7% | +35.2% | -52.9% | -18.9% |
| YTD | +27.1% | +0.5% | +26.6% | +21.3% |
| All | +27.6% | +7.1% | +20.5% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling