+39.2%
SOLS vs DRI
+23.5%
+15.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +16.4% | -0.7% | +17.1% | +16.5% |
| 30D | +10.6% | +14.7% | -4.1% | +7.4% |
| 3M | +10.0% | +5.4% | +4.6% | +8.8% |
| 6M | -21.2% | +18.8% | -40.0% | -25.1% |
| YTD | +38.7% | +28.4% | +10.3% | +27.6% |
| 1Y | +46.1% | +37.7% | +8.4% | +27.9% |
| All | +39.2% | +23.5% | +15.7% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling