-100.0%
DFNS vs SOUN
+116.2%
-216.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.4% | +17.3% | +13.8% |
| 7D | -37.0% | -6.1% | -30.9% | -36.2% |
| 30D | -63.4% | -28.2% | -35.2% | -60.6% |
| 3M | -94.1% | -48.1% | -45.9% | -93.1% |
| 6M | -96.3% | -56.4% | -39.9% | -95.6% |
| YTD | -99.6% | -61.2% | -38.4% | -99.5% |
| 1Y | -99.7% | -73.1% | -26.6% | -99.6% |
| All | -100.0% | +116.2% | -216.2% | -100.0% |
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