-10.1%
SOUN vs ROL
+12.7%
-22.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -5.2% | -1.4% | -3.8% | -5.1% |
| 30D | +4.8% | -4.1% | +8.9% | +5.0% |
| 3M | -15.9% | -22.5% | +6.7% | -14.9% |
| 6M | -17.4% | -37.7% | +20.3% | -15.3% |
| YTD | -32.4% | -39.6% | +7.2% | -30.4% |
| 1Y | -49.3% | -36.0% | -13.3% | -47.8% |
| 3Y | +167.5% | -5.1% | +172.6% | +169.0% |
| All | -10.1% | +12.7% | -22.8% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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