+19.6%
SOLS vs DOC
+15.4%
+4.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.1% | -9.7% | -6.1% |
| 7D | -8.8% | +8.7% | -17.5% | -7.8% |
| 30D | -0.6% | +7.6% | -8.3% | +0.5% |
| 3M | -9.0% | -5.3% | -3.8% | -8.8% |
| 6M | -28.7% | +27.6% | -56.3% | -29.0% |
| YTD | +19.2% | +32.4% | -13.3% | +19.1% |
| 1Y | +32.6% | +22.9% | +9.7% | +31.8% |
| All | +19.6% | +15.4% | +4.2% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 all: compounded portfolio wealth divided by compounded DOC 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…
all analysis · Full analysis span regression · 6 months rolling