+37.0%
SOLS vs RVTY
+64.1%
-27.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +14.0% | -0.5% | +14.5% | +14.1% |
| 30D | +10.0% | +1.5% | +8.4% | +10.0% |
| 3M | +5.8% | +31.5% | -25.6% | +2.1% |
| 6M | -25.2% | +62.7% | -87.9% | -30.7% |
| YTD | +36.5% | +60.0% | -23.4% | +20.4% |
| 1Y | +45.0% | +65.7% | -20.7% | +25.8% |
| All | +37.0% | +64.1% | -27.1% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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