+32.1%
SOLS vs RL
+7.8%
+24.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.1% |
| 7D | +0.3% | -0.8% | +1.1% | +0.6% |
| 30D | +2.1% | -7.8% | +9.9% | +4.7% |
| 3M | -24.1% | -4.0% | -20.1% | -23.3% |
| 6M | -15.0% | -1.9% | -13.1% | -14.8% |
| YTD | +31.6% | -0.2% | +31.8% | +29.4% |
| All | +32.1% | +7.8% | +24.3% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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