+45.0%
SOLS vs DD
+27.9%
+17.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | +14.0% | +5.0% | +9.0% | +9.9% |
| 30D | +10.0% | +19.7% | -9.7% | -3.8% |
| 3M | +5.8% | +7.2% | -1.4% | +0.5% |
| 6M | -25.2% | +1.0% | -26.2% | -25.7% |
| YTD | +36.5% | +29.1% | +7.4% | +13.5% |
| 1Y | +45.0% | +28.5% | +16.6% | +21.4% |
| All | +45.0% | +27.9% | +17.2% | +21.4% |
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