+33.8%
SOLS vs RNG
+161.4%
-127.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.6% | +1.1% |
| 7D | +4.5% | -0.8% | +5.4% | +4.5% |
| 30D | +6.0% | +11.4% | -5.4% | +6.5% |
| 3M | -19.7% | +72.1% | -91.8% | -17.5% |
| 6M | -10.4% | +67.9% | -78.3% | -7.8% |
| YTD | +33.3% | +144.3% | -111.1% | +36.7% |
| All | +33.8% | +161.4% | -127.6% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling