-52.0%
SOUN vs RRC
+74.6%
-126.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.8% | -7.2% | -7.7% |
| 7D | -15.5% | +2.5% | -18.0% | -16.0% |
| 30D | -26.2% | +21.1% | -47.4% | -30.2% |
| 3M | -51.4% | +28.4% | -79.7% | -54.8% |
| 6M | -55.3% | +26.5% | -81.8% | -58.6% |
| YTD | -63.9% | +47.0% | -110.9% | -68.6% |
| 1Y | -72.8% | +35.2% | -108.0% | -75.7% |
| 3Y | +101.1% | +61.0% | +40.1% | +68.1% |
| All | -52.0% | +74.6% | -126.6% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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