-12.4%
SOUN vs ROK
+78.5%
-90.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.8% |
| 7D | -4.1% | +2.8% | -6.9% | -5.8% |
| 30D | -18.1% | -2.4% | -15.7% | -16.8% |
| 3M | -12.3% | -4.7% | -7.6% | -10.4% |
| 6M | -18.6% | +16.8% | -35.3% | -28.3% |
| YTD | -34.1% | +11.4% | -45.5% | -39.8% |
| 1Y | -57.0% | +26.2% | -83.2% | -63.6% |
| 3Y | +185.7% | +51.9% | +133.8% | +111.9% |
| All | -12.4% | +78.5% | -90.9% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling