+116.2%
SOUN vs RL
+260.1%
-143.9%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.7% |
| 7D | -6.1% | +1.3% | -7.4% | -7.7% |
| 30D | -28.2% | +7.6% | -35.8% | -33.2% |
| 3M | -48.1% | -1.5% | -46.6% | -48.1% |
| 6M | -56.4% | +12.1% | -68.5% | -62.4% |
| YTD | -61.2% | +13.9% | -75.1% | -67.8% |
| 1Y | -73.1% | +20.7% | -93.8% | -79.2% |
| 3Y | +116.2% | +260.6% | -144.4% | -53.8% |
| All | +116.2% | +260.1% | -143.9% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling