+104.7%
DOCN vs SOUN
-58.7%
+163.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.9% | +11.3% | +4.2% |
| 7D | +27.4% | -15.5% | +42.9% | +29.6% |
| 30D | -29.7% | -26.2% | -3.5% | -27.4% |
| 3M | -32.5% | -51.4% | +18.9% | -27.0% |
| 6M | -42.2% | -55.3% | +13.2% | -37.1% |
| YTD | +87.2% | -63.9% | +151.1% | +106.0% |
| 1Y | +86.2% | -72.8% | +159.0% | +110.7% |
| 3Y | +257.4% | +101.1% | +156.3% | +218.1% |
| All | +104.7% | -58.7% | +163.4% | +80.3% |
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