-16.5%
SOUN vs DBX
+61.9%
-78.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | -7.1% | +2.1% | -9.2% | -8.2% |
| 30D | -15.4% | +5.7% | -21.1% | -18.1% |
| 3M | -10.6% | +31.8% | -42.4% | -24.3% |
| 6M | -19.6% | +37.5% | -57.1% | -34.8% |
| YTD | -37.2% | +27.9% | -65.1% | -46.9% |
| 1Y | -57.1% | +15.0% | -72.1% | -61.5% |
| 3Y | +178.2% | +27.2% | +151.0% | +120.5% |
| All | -16.5% | +61.9% | -78.5% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling