-16.3%
SOUN vs DT
+30.9%
-47.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -4.0% |
| 7D | -6.8% | -2.5% | -4.3% | -5.5% |
| 30D | -15.2% | +3.5% | -18.8% | -17.1% |
| 3M | -7.0% | +26.7% | -33.7% | -20.2% |
| 6M | -20.5% | +36.1% | -56.6% | -35.3% |
| YTD | -37.0% | +18.6% | -55.7% | -44.8% |
| 1Y | -55.3% | +7.9% | -63.2% | -58.6% |
| 3Y | +173.0% | +8.6% | +164.5% | +152.2% |
| All | -16.3% | +30.9% | -47.2% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling