+32.1%
SOLS vs DD
+33.1%
-1.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.5% | +3.6% |
| 7D | +0.3% | -3.5% | +3.8% | +2.9% |
| 30D | +2.1% | -10.3% | +12.4% | +10.4% |
| 3M | -24.1% | -7.5% | -16.6% | -20.0% |
| 6M | -15.0% | -8.0% | -7.0% | -10.9% |
| YTD | +31.6% | +10.5% | +21.1% | +23.6% |
| All | +32.1% | +33.1% | -1.1% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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