+27.6%
SOLS vs RNG
+157.1%
-129.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.7% |
| 7D | +0.3% | -9.6% | +9.9% | -0.1% |
| 30D | +0.9% | +8.8% | -7.9% | +1.2% |
| 3M | -20.7% | +78.6% | -99.3% | -18.5% |
| 6M | -17.7% | +70.3% | -88.0% | -15.4% |
| YTD | +27.1% | +140.3% | -113.2% | +30.3% |
| All | +27.6% | +157.1% | -129.5% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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