-10.1%
SOUN vs RY
+138.7%
-148.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +1.0% |
| 7D | -5.2% | +3.1% | -8.3% | -9.3% |
| 30D | +4.8% | -0.3% | +5.1% | +4.8% |
| 3M | -15.9% | +8.7% | -24.5% | -25.8% |
| 6M | -17.4% | +28.5% | -45.9% | -42.8% |
| YTD | -32.4% | +25.1% | -57.5% | -51.3% |
| 1Y | -49.3% | +46.3% | -95.6% | -70.7% |
| 3Y | +167.5% | +154.9% | +12.5% | -17.7% |
| All | -10.1% | +138.7% | -148.8% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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