+27.5%
SOLS vs RNG
+156.6%
-129.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | -0.1% |
| 7D | -3.5% | -6.1% | +2.6% | -3.7% |
| 30D | -1.0% | +9.6% | -10.6% | -0.6% |
| 3M | -24.1% | +83.3% | -107.4% | -22.0% |
| 6M | -18.0% | +77.9% | -95.9% | -15.7% |
| YTD | +27.1% | +139.9% | -112.9% | +30.2% |
| All | +27.5% | +156.6% | -129.1% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling