-99.1%
DFNS vs SOLS
+22.7%
-121.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -0.9% |
| 7D | +0.8% | +4.5% | -3.7% | +0.2% |
| 30D | -73.2% | +6.0% | -79.2% | -73.4% |
| 3M | -72.4% | -19.7% | -52.8% | -71.7% |
| 6M | -95.2% | -10.4% | -84.8% | -95.2% |
| YTD | -98.0% | +33.3% | -131.2% | -98.3% |
| All | -99.1% | +22.7% | -121.8% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling