-13.6%
SOUN vs RVMD
+895.1%
-908.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | -13.1% | +0.3% | -13.5% | -13.5% |
| 3M | -7.7% | +38.9% | -46.6% | -17.4% |
| 6M | -21.2% | +108.1% | -129.3% | -40.1% |
| YTD | -35.0% | +160.7% | -195.7% | -55.4% |
| 1Y | -56.4% | +407.3% | -463.6% | -77.0% |
| 3Y | +181.7% | +546.6% | -364.8% | +26.1% |
| All | -13.6% | +895.1% | -908.7% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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