+50.5%
SOUN vs RBRK
+124.5%
-74.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +1.1% |
| 7D | -7.1% | -7.5% | +0.4% | -3.1% |
| 30D | -15.4% | -10.4% | -5.0% | -11.7% |
| 3M | -10.6% | +21.3% | -31.8% | -22.9% |
| 6M | -19.6% | +50.6% | -70.3% | -39.5% |
| YTD | -37.2% | +13.3% | -50.5% | -45.4% |
| 1Y | -57.1% | +11.2% | -68.3% | -63.4% |
| All | +50.5% | +124.5% | -74.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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