-16.5%
SOUN vs ROK
+78.2%
-94.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.4% |
| 7D | -7.1% | -1.2% | -5.9% | -6.4% |
| 30D | -15.4% | -4.8% | -10.6% | -12.7% |
| 3M | -10.6% | -6.1% | -4.5% | -7.7% |
| 6M | -19.6% | +15.5% | -35.1% | -28.7% |
| YTD | -37.2% | +11.2% | -48.4% | -42.5% |
| 1Y | -57.1% | +23.8% | -80.9% | -63.2% |
| 3Y | +178.2% | +53.1% | +125.1% | +106.1% |
| All | -16.5% | +78.2% | -94.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling