+75.4%
SOUN vs DLR
+54.1%
+21.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -1.3% |
| 7D | -15.1% | +3.3% | -18.4% | -17.8% |
| 30D | -23.0% | +4.6% | -27.5% | -26.5% |
| 3M | -53.3% | -8.3% | -45.1% | -50.1% |
| 6M | -58.6% | -5.6% | -52.9% | -57.8% |
| YTD | -65.0% | +18.7% | -83.7% | -72.8% |
| 1Y | -71.4% | +17.1% | -88.5% | -77.5% |
| 3Y | +75.4% | +54.4% | +21.0% | -3.2% |
| All | +75.4% | +54.1% | +21.3% | -3.2% |
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