+7.9%
DIS vs SOLS
+21.0%
-13.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.7% | -7.7% | +2.3% |
| 7D | +5.3% | +8.0% | -2.7% | +5.5% |
| 30D | +10.2% | +3.7% | +6.5% | +10.3% |
| 3M | +13.5% | +4.6% | +9.0% | +13.6% |
| 6M | +11.1% | -18.5% | +29.6% | +11.3% |
| YTD | +5.5% | +31.4% | -25.9% | +4.4% |
| 1Y | +9.1% | +34.5% | -25.3% | +7.9% |
| All | +7.9% | +21.0% | -13.1% | +6.7% |
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