-16.3%
SOUN vs DAR
-14.1%
-2.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.4% |
| 7D | -6.8% | +0.9% | -7.8% | -7.3% |
| 30D | -15.2% | +6.4% | -21.7% | -18.0% |
| 3M | -7.0% | +13.2% | -20.2% | -12.9% |
| 6M | -20.5% | +26.2% | -46.7% | -30.1% |
| YTD | -37.0% | +84.4% | -121.4% | -54.1% |
| 1Y | -55.3% | +112.0% | -167.3% | -70.0% |
| 3Y | +173.0% | +13.4% | +159.7% | +145.4% |
| All | -16.3% | -14.1% | -2.2% | -9.3% |
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