+13.6%
DIA vs SOLS
+20.3%
-6.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.6% |
| 7D | -1.2% | +3.7% | -5.0% | -1.5% |
| 30D | -2.7% | +5.0% | -7.7% | -3.1% |
| 3M | +3.3% | -21.1% | +24.4% | +4.6% |
| 6M | +10.4% | -14.2% | +24.6% | +10.8% |
| YTD | +10.0% | +30.6% | -20.6% | +7.3% |
| All | +13.6% | +20.3% | -6.7% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling