+47.8%
DE vs SOLS
+20.3%
+27.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | -3.0% | +3.7% | -6.8% | -3.5% |
| 30D | +11.1% | +5.0% | +6.1% | +10.3% |
| 3M | +17.6% | -21.1% | +38.7% | +21.0% |
| 6M | +13.6% | -14.2% | +27.8% | +15.9% |
| YTD | +46.3% | +30.6% | +15.6% | +44.6% |
| All | +47.8% | +20.3% | +27.5% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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