-17.1%
JD vs SOLS
+17.1%
-34.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.2% |
| 7D | -2.6% | +0.3% | -2.9% | -2.6% |
| 30D | -15.4% | +0.9% | -16.2% | -15.4% |
| 3M | -5.0% | -20.7% | +15.6% | -4.1% |
| 6M | +0.9% | -17.7% | +18.6% | +1.5% |
| YTD | -2.5% | +27.1% | -29.6% | -3.1% |
| All | -17.1% | +17.1% | -34.2% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling