-52.0%
SOUN vs DAR
-28.3%
-23.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.2% | -10.1% | -8.8% |
| 7D | -15.5% | +9.2% | -24.7% | -18.7% |
| 30D | -26.2% | -12.3% | -14.0% | -22.4% |
| 3M | -51.4% | -12.7% | -38.6% | -49.2% |
| 6M | -55.3% | -12.8% | -42.6% | -53.6% |
| YTD | -63.9% | +53.8% | -117.7% | -71.8% |
| 1Y | -72.8% | +60.3% | -133.1% | -79.3% |
| 3Y | +101.1% | +31.7% | +69.4% | +60.6% |
| All | -52.0% | -28.3% | -23.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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