+101.8%
DASH vs SOUN
+114.1%
-12.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.2% |
| 7D | +0.4% | -2.6% | +3.0% | +0.7% |
| 30D | -6.0% | -27.0% | +20.9% | -3.0% |
| 3M | -15.8% | -41.9% | +26.2% | -11.1% |
| 6M | +7.0% | -56.1% | +63.1% | +15.7% |
| YTD | -20.7% | -58.8% | +38.1% | -14.5% |
| 1Y | -8.5% | -71.1% | +62.6% | +1.2% |
| 3Y | +101.8% | +130.9% | -29.1% | +65.1% |
| All | +101.8% | +114.1% | -12.3% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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