-13.6%
SOUN vs DVA
+68.2%
-81.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | -4.4% | +2.0% | -6.4% | -4.9% |
| 30D | -13.1% | -0.4% | -12.8% | -13.1% |
| 3M | -7.7% | -7.7% | 0.0% | -6.8% |
| 6M | -21.2% | +20.0% | -41.1% | -27.4% |
| YTD | -35.0% | +61.1% | -96.1% | -47.8% |
| 1Y | -56.4% | +33.9% | -90.2% | -62.1% |
| 3Y | +181.7% | +91.5% | +90.2% | +124.1% |
| All | -13.6% | +68.2% | -81.8% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling