-13.6%
SOUN vs JD
-46.7%
+33.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.7% |
| 7D | -4.4% | -3.0% | -1.4% | -3.6% |
| 30D | -13.1% | -19.3% | +6.2% | -7.9% |
| 3M | -7.7% | -6.0% | -1.7% | -6.3% |
| 6M | -21.2% | +1.8% | -23.0% | -21.8% |
| YTD | -35.0% | -2.6% | -32.4% | -34.7% |
| 1Y | -56.4% | -17.4% | -38.9% | -54.3% |
| 3Y | +181.7% | -8.6% | +190.3% | +175.5% |
| All | -13.6% | -46.7% | +33.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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