-16.5%
SOUN vs DT
+30.0%
-46.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -7.1% | -1.6% | -5.5% | -6.3% |
| 30D | -15.4% | +3.0% | -18.5% | -17.0% |
| 3M | -10.6% | +26.5% | -37.1% | -23.2% |
| 6M | -19.6% | +35.9% | -55.6% | -34.5% |
| YTD | -37.2% | +17.8% | -55.0% | -44.7% |
| 1Y | -57.1% | +4.1% | -61.1% | -59.4% |
| 3Y | +178.2% | +5.3% | +172.9% | +160.9% |
| All | -16.5% | +30.0% | -46.6% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling