+31.1%
SOLS vs DD
+29.4%
+1.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -0.1% |
| 7D | +3.7% | -3.8% | +7.5% | +6.6% |
| 30D | +5.0% | -9.2% | +14.2% | +12.5% |
| 3M | -21.1% | -9.0% | -12.1% | -16.0% |
| 6M | -14.2% | -5.0% | -9.2% | -11.6% |
| YTD | +30.6% | +7.4% | +23.2% | +25.2% |
| All | +31.1% | +29.4% | +1.7% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling