+41.1%
SOFI vs DXCM
-7.7%
+48.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.0% |
| 7D | -7.0% | -5.8% | -1.2% | -4.7% |
| 30D | -4.3% | -5.6% | +1.3% | -2.0% |
| 3M | +8.4% | +13.0% | -4.6% | +2.0% |
| 6M | -5.9% | +24.7% | -30.6% | -15.4% |
| YTD | -34.3% | +27.3% | -61.6% | -41.7% |
| 1Y | -32.6% | +11.2% | -43.8% | -37.6% |
| 3Y | +101.3% | -19.0% | +120.3% | +86.7% |
| 5Y | +12.6% | -38.5% | +51.0% | +17.3% |
| All | +41.1% | -7.7% | +48.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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