-10.1%
SOUN vs RL
+264.2%
-274.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -1.5% |
| 7D | -5.2% | -0.8% | -4.4% | -4.7% |
| 30D | +4.8% | -7.8% | +12.6% | +11.0% |
| 3M | -15.9% | -4.0% | -11.9% | -14.4% |
| 6M | -17.4% | -1.9% | -15.5% | -19.2% |
| YTD | -32.4% | -0.2% | -32.2% | -35.0% |
| 1Y | -49.3% | +10.7% | -60.0% | -55.5% |
| 3Y | +167.5% | +210.8% | -43.3% | +20.3% |
| All | -10.1% | +264.2% | -274.3% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling