+26.4%
SOFI vs DXCM
-8.9%
+35.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.3% |
| 7D | -4.9% | +4.9% | -9.8% | -6.8% |
| 30D | +8.4% | -0.2% | +8.6% | +8.2% |
| 3M | -16.3% | -8.9% | -7.4% | -13.5% |
| 6M | +0.7% | +42.3% | -41.6% | -14.7% |
| YTD | -41.1% | +25.6% | -66.7% | -47.7% |
| 1Y | -45.7% | +39.5% | -85.2% | -53.9% |
| 3Y | +119.0% | -15.3% | +134.3% | +99.0% |
| 5Y | -32.2% | -48.4% | +16.2% | -21.3% |
| All | +26.4% | -8.9% | +35.3% | -20.5% |
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