+179.1%
SOUN vs DVA
+89.4%
+89.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.9% |
| 7D | -6.8% | -0.2% | -6.6% | -6.8% |
| 30D | -15.2% | +1.7% | -16.9% | -15.6% |
| 3M | -7.0% | -8.7% | +1.7% | -6.0% |
| 6M | -20.5% | +19.7% | -40.2% | -27.4% |
| YTD | -37.0% | +59.6% | -96.6% | -51.2% |
| 1Y | -55.3% | +37.1% | -92.4% | -62.2% |
| All | +179.1% | +89.4% | +89.7% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling