-16.3%
SOUN vs DBX
+59.6%
-75.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.8% |
| 7D | -6.8% | -1.8% | -5.0% | -6.0% |
| 30D | -15.2% | +2.8% | -18.1% | -16.7% |
| 3M | -7.0% | +26.8% | -33.7% | -19.6% |
| 6M | -20.5% | +32.8% | -53.3% | -34.2% |
| YTD | -37.0% | +26.1% | -63.1% | -46.3% |
| 1Y | -55.3% | +14.1% | -69.4% | -59.8% |
| 3Y | +173.0% | +25.7% | +147.3% | +117.6% |
| All | -16.3% | +59.6% | -75.9% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling