-10.1%
SOUN vs DD
+71.4%
-81.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -5.2% | -3.5% | -1.7% | -2.8% |
| 30D | +4.8% | -10.3% | +15.1% | +12.8% |
| 3M | -15.9% | -7.5% | -8.3% | -11.2% |
| 6M | -17.4% | -8.0% | -9.4% | -13.9% |
| YTD | -32.4% | +10.5% | -42.9% | -38.9% |
| 1Y | -49.3% | +38.3% | -87.6% | -61.9% |
| 3Y | +167.5% | +42.5% | +125.0% | +91.2% |
| All | -10.1% | +71.4% | -81.5% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 all: compounded portfolio wealth divided by compounded DD 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…
all analysis · Full analysis span regression · 6 months rolling