+37.9%
SOLS vs RL
+20.3%
+17.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.7% |
| 7D | +20.8% | +2.4% | +18.5% | +19.9% |
| 30D | +9.2% | +4.6% | +4.6% | +7.4% |
| 3M | +7.1% | -1.1% | +8.2% | +7.2% |
| 6M | -23.7% | +16.5% | -40.2% | -28.1% |
| YTD | +37.3% | +11.4% | +25.9% | +30.0% |
| 1Y | +42.2% | +16.1% | +26.1% | +27.2% |
| All | +37.9% | +20.3% | +17.5% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling