-12.4%
SOUN vs DKS
+50.4%
-62.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | +0.3% |
| 7D | -4.1% | -0.4% | -3.7% | -4.0% |
| 30D | -18.1% | -36.6% | +18.5% | +2.0% |
| 3M | -12.3% | -37.6% | +25.3% | +9.1% |
| 6M | -18.6% | -32.1% | +13.5% | -5.9% |
| YTD | -34.1% | -32.3% | -1.8% | -23.8% |
| 1Y | -57.0% | -39.5% | -17.5% | -46.6% |
| 3Y | +185.7% | +27.7% | +158.0% | +119.4% |
| All | -12.4% | +50.4% | -62.8% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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