-12.4%
SOUN vs DBX
+54.0%
-66.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.0% |
| 7D | -4.1% | -1.3% | -2.8% | -3.5% |
| 30D | -18.1% | -2.9% | -15.2% | -17.0% |
| 3M | -12.3% | +23.8% | -36.1% | -23.3% |
| 6M | -18.6% | +26.2% | -44.8% | -30.7% |
| YTD | -34.1% | +21.6% | -55.7% | -42.7% |
| 1Y | -57.0% | +11.4% | -68.5% | -60.9% |
| 3Y | +185.7% | +21.3% | +164.4% | +132.2% |
| All | -12.4% | +54.0% | -66.4% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling