+32.1%
SOLS vs DVA
+45.5%
-13.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.6% | +3.7% |
| 7D | +0.3% | +1.8% | -1.5% | +0.2% |
| 30D | +2.1% | -2.5% | +4.6% | +2.3% |
| 3M | -24.1% | -4.3% | -19.9% | -24.3% |
| 6M | -15.0% | +18.9% | -33.8% | -17.5% |
| YTD | +31.6% | +61.9% | -30.3% | +21.8% |
| All | +32.1% | +45.5% | -13.4% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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