+179.1%
SOUN vs ROK
+48.6%
+130.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.2% |
| 7D | -6.8% | -1.6% | -5.2% | -5.5% |
| 30D | -15.2% | -5.4% | -9.8% | -11.2% |
| 3M | -7.0% | -4.0% | -3.0% | -5.1% |
| 6M | -20.5% | +13.3% | -33.8% | -32.1% |
| YTD | -37.0% | +9.3% | -46.4% | -44.1% |
| 1Y | -55.3% | +25.8% | -81.1% | -65.0% |
| All | +179.1% | +48.6% | +130.5% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling