+27.5%
SOLS vs DD
+28.5%
-1.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | -3.5% | -3.5% | 0.0% | -0.9% |
| 30D | -1.0% | -11.7% | +10.7% | +8.2% |
| 3M | -24.1% | -9.2% | -14.9% | -19.0% |
| 6M | -18.0% | -7.2% | -10.8% | -14.2% |
| YTD | +27.1% | +6.6% | +20.5% | +22.4% |
| All | +27.5% | +28.5% | -1.0% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling