+33.8%
SOLS vs DRI
+13.9%
+19.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.7% |
| 7D | +4.5% | -1.2% | +5.8% | +4.8% |
| 30D | +6.0% | -0.4% | +6.4% | +6.0% |
| 3M | -19.7% | +9.5% | -29.2% | -22.3% |
| 6M | -10.4% | +6.5% | -16.8% | -12.6% |
| YTD | +33.3% | +18.4% | +14.8% | +24.7% |
| All | +33.8% | +13.9% | +19.8% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling