-53.5%
SOUN vs JD
-44.9%
-8.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.5% |
| 7D | -15.1% | -4.1% | -11.0% | -14.1% |
| 30D | -23.0% | +4.6% | -27.6% | -23.9% |
| 3M | -53.3% | -4.7% | -48.6% | -52.7% |
| 6M | -58.6% | -17.4% | -41.2% | -56.4% |
| YTD | -65.0% | +0.7% | -65.7% | -65.2% |
| 1Y | -71.4% | -5.9% | -65.6% | -71.1% |
| 3Y | +75.4% | +18.9% | +56.5% | +66.7% |
| All | -53.5% | -44.9% | -8.6% | -54.7% |
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