-71.4%
SOUN vs DT
-5.1%
-66.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | -2.7% | -25.5% | +22.8% | +8.3% |
| 30D | -26.5% | -22.3% | -4.2% | -19.9% |
| 3M | -33.6% | +2.3% | -36.0% | -36.8% |
| 6M | -54.4% | +20.7% | -75.1% | -60.7% |
| YTD | -56.7% | +7.9% | -64.6% | -63.1% |
| 1Y | -71.4% | -5.7% | -65.7% | -74.5% |
| All | -71.4% | -5.1% | -66.3% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling