+98.1%
DOCN vs SOUN
-55.2%
+153.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.0% | +8.6% | +9.5% |
| 7D | +3.7% | -9.5% | +13.2% | +4.9% |
| 30D | -33.7% | -21.3% | -12.4% | -31.9% |
| 3M | -27.9% | -47.2% | +19.3% | -22.7% |
| 6M | -46.4% | -53.7% | +7.3% | -41.9% |
| YTD | +81.1% | -60.8% | +141.9% | +97.6% |
| 1Y | +74.3% | -70.9% | +145.2% | +95.9% |
| 3Y | +245.8% | +118.4% | +127.4% | +205.2% |
| All | +98.1% | -55.2% | +153.2% | +73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling