-56.4%
SOUN vs RL
+9.8%
-66.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | +0.2% |
| 7D | -4.4% | -0.3% | -4.2% | -4.4% |
| 30D | -13.1% | -17.5% | +4.4% | -5.0% |
| 3M | -7.7% | -14.0% | +6.3% | -1.3% |
| 6M | -21.2% | -2.0% | -19.2% | -23.5% |
| YTD | -35.0% | -4.6% | -30.4% | -36.5% |
| 1Y | -56.4% | +9.5% | -65.9% | -62.9% |
| All | -56.4% | +9.8% | -66.2% | -62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling