-10.1%
SOUN vs DLR
+46.4%
-56.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -5.2% | +1.6% | -6.8% | -6.2% |
| 30D | +4.8% | -3.4% | +8.2% | +7.0% |
| 3M | -15.9% | +0.5% | -16.4% | -17.3% |
| 6M | -17.4% | +4.6% | -22.0% | -21.1% |
| YTD | -32.4% | +23.4% | -55.8% | -42.6% |
| 1Y | -49.3% | +19.0% | -68.3% | -56.0% |
| 3Y | +167.5% | +56.5% | +110.9% | +109.1% |
| All | -10.1% | +46.4% | -56.5% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling