-52.0%
SOUN vs RL
+306.4%
-358.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.8% | -7.1% | -7.3% |
| 7D | -15.5% | +2.4% | -17.9% | -17.1% |
| 30D | -26.2% | +4.6% | -30.8% | -29.1% |
| 3M | -51.4% | -1.1% | -50.2% | -51.5% |
| 6M | -55.3% | +16.5% | -71.9% | -61.7% |
| YTD | -63.9% | +11.4% | -75.3% | -68.3% |
| 1Y | -72.8% | +16.1% | -88.9% | -77.0% |
| 3Y | +101.1% | +252.6% | -151.5% | -18.0% |
| All | -52.0% | +306.4% | -358.4% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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