+29.3%
ON vs SOLS
+20.3%
+9.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.8% |
| 7D | -1.9% | +3.7% | -5.6% | -3.6% |
| 30D | -11.0% | +5.0% | -16.0% | -13.4% |
| 3M | -39.3% | -21.1% | -18.2% | -32.1% |
| 6M | +19.8% | -14.2% | +34.0% | +29.8% |
| YTD | +31.1% | +30.6% | +0.4% | +23.4% |
| All | +29.3% | +20.3% | +9.0% | +20.3% |
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