-18.1%
DPZ vs SOLS
+21.2%
-39.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.8% | -5.6% | -1.6% |
| 7D | -2.5% | +0.3% | -2.9% | -2.5% |
| 30D | -7.0% | +2.1% | -9.1% | -7.1% |
| 3M | +11.6% | -24.1% | +35.7% | +10.2% |
| 6M | -15.2% | -15.0% | -0.2% | -15.9% |
| YTD | -17.2% | +31.6% | -48.9% | -18.1% |
| All | -18.1% | +21.2% | -39.3% | -19.2% |
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