+188.0%
SOUN vs DLR
+58.6%
+129.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.2% |
| 7D | -4.4% | +2.9% | -7.3% | -7.0% |
| 30D | -13.1% | -1.2% | -12.0% | -12.5% |
| 3M | -7.7% | +2.9% | -10.6% | -12.5% |
| 6M | -21.2% | +6.7% | -27.8% | -28.5% |
| YTD | -35.0% | +23.9% | -58.9% | -50.5% |
| 1Y | -56.4% | +18.6% | -75.0% | -65.4% |
| All | +188.0% | +58.6% | +129.4% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 3y: compounded portfolio wealth divided by compounded DLR 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…
3y analysis · Full analysis span regression · 6 months rolling