+31.1%
SOLS vs RL
+3.0%
+28.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.4% | -0.8% |
| 7D | +3.7% | -0.3% | +4.0% | +3.8% |
| 30D | +5.0% | -17.5% | +22.5% | +11.9% |
| 3M | -21.1% | -14.0% | -7.1% | -17.2% |
| 6M | -14.2% | -2.0% | -12.2% | -14.9% |
| YTD | +30.6% | -4.6% | +35.2% | +30.5% |
| All | +31.1% | +3.0% | +28.1% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling