-10.1%
SOUN vs DT
+32.2%
-42.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.9% |
| 7D | -5.2% | -3.3% | -1.9% | -3.5% |
| 30D | +4.8% | +2.0% | +2.8% | +3.0% |
| 3M | -15.9% | +20.0% | -35.9% | -25.3% |
| 6M | -17.4% | +39.3% | -56.7% | -33.6% |
| YTD | -32.4% | +19.8% | -52.1% | -41.0% |
| 1Y | -49.3% | +4.3% | -53.6% | -52.1% |
| 3Y | +167.5% | +7.7% | +159.8% | +147.8% |
| All | -10.1% | +32.2% | -42.3% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling