+185.7%
SOUN vs RL
+211.8%
-26.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.5% |
| 7D | -4.1% | +1.9% | -6.0% | -5.7% |
| 30D | -18.1% | -12.2% | -5.9% | -8.4% |
| 3M | -12.3% | -6.6% | -5.6% | -8.4% |
| 6M | -18.6% | +3.2% | -21.7% | -25.4% |
| YTD | -34.1% | -1.3% | -32.8% | -37.3% |
| 1Y | -57.0% | +13.6% | -70.6% | -65.1% |
| 3Y | +185.7% | +210.9% | -25.2% | -26.7% |
| All | +185.7% | +211.8% | -26.2% | -26.7% |
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