-15.7%
JD vs SOLS
+26.5%
-42.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -4.0% | +20.8% | -24.9% | -4.4% |
| 30D | +2.7% | +9.2% | -6.5% | +2.5% |
| 3M | -13.0% | +7.1% | -20.1% | -13.2% |
| 6M | -12.7% | -23.7% | +11.0% | -11.1% |
| YTD | -0.8% | +37.3% | -38.1% | -1.6% |
| 1Y | -8.9% | +42.2% | -51.1% | -9.9% |
| All | -15.7% | +26.5% | -42.2% | -16.5% |
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