+179.1%
SOUN vs RIO
+87.1%
+92.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | +0.3% |
| 7D | -6.8% | -3.4% | -3.5% | -4.3% |
| 30D | -15.2% | +0.6% | -15.8% | -15.8% |
| 3M | -7.0% | +2.5% | -9.5% | -9.4% |
| 6M | -20.5% | +10.8% | -31.3% | -28.2% |
| YTD | -37.0% | +30.5% | -67.5% | -51.5% |
| 1Y | -55.3% | +68.1% | -123.4% | -72.8% |
| All | +179.1% | +87.1% | +92.0% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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