+27.5%
SOLS vs DRI
+12.3%
+15.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.4% |
| 7D | -3.5% | -3.2% | -0.2% | -2.6% |
| 30D | -1.0% | -7.8% | +6.9% | +1.0% |
| 3M | -24.1% | +0.4% | -24.4% | -24.2% |
| 6M | -18.0% | +4.8% | -22.8% | -19.6% |
| YTD | +27.1% | +16.7% | +10.3% | +19.4% |
| All | +27.5% | +12.3% | +15.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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