-13.6%
SOUN vs RNG
-18.6%
+5.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -4.4% | -4.1% | -0.4% | -2.9% |
| 30D | -13.1% | +8.6% | -21.8% | -16.4% |
| 3M | -7.7% | +78.0% | -85.7% | -30.1% |
| 6M | -21.2% | +67.0% | -88.2% | -39.1% |
| YTD | -35.0% | +142.4% | -177.4% | -59.5% |
| 1Y | -56.4% | +120.4% | -176.8% | -71.7% |
| 3Y | +181.7% | +122.1% | +59.6% | +77.4% |
| All | -13.6% | -18.6% | +5.0% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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