-47.9%
SOUN vs RL
+309.8%
-357.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +2.0% |
| 7D | -9.5% | -4.4% | -5.1% | -7.0% |
| 30D | -21.3% | +5.6% | -26.9% | -24.9% |
| 3M | -47.2% | -0.6% | -46.6% | -47.6% |
| 6M | -53.7% | +15.5% | -69.2% | -60.0% |
| YTD | -60.8% | +12.3% | -73.1% | -65.8% |
| 1Y | -70.9% | +19.3% | -90.2% | -76.0% |
| 3Y | +118.4% | +255.5% | -137.1% | -11.5% |
| All | -47.9% | +309.8% | -357.7% | -80.4% |
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