+37.0%
SOLS vs DD
+55.6%
-18.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | +14.0% | +5.0% | +9.0% | +10.1% |
| 30D | +10.0% | +19.7% | -9.7% | -3.4% |
| 3M | +5.8% | +7.2% | -1.4% | +0.6% |
| 6M | -25.2% | +1.0% | -26.2% | -25.9% |
| YTD | +36.5% | +29.1% | +7.4% | +14.6% |
| 1Y | +45.0% | +28.5% | +16.6% | +23.4% |
| All | +37.0% | +55.6% | -18.6% | +0.3% |
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