-13.2%
JD vs SOLS
+23.7%
-36.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.3% |
| 7D | +5.2% | +5.3% | -0.1% | +5.1% |
| 30D | +4.5% | +6.0% | -1.5% | +4.4% |
| 3M | -15.4% | +7.9% | -23.4% | -15.6% |
| 6M | -6.0% | -16.7% | +10.7% | -5.0% |
| YTD | +2.2% | +34.3% | -32.1% | +1.4% |
| 1Y | -6.7% | +38.2% | -44.9% | -7.6% |
| All | -13.2% | +23.7% | -36.8% | -14.0% |
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