-45.7%
SOFI vs DXCM
+40.8%
-86.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.1% |
| 7D | -4.9% | +4.9% | -9.8% | -6.4% |
| 30D | +8.4% | -0.2% | +8.6% | +8.4% |
| 3M | -16.3% | -8.9% | -7.4% | -13.9% |
| 6M | +0.7% | +42.3% | -41.6% | -12.4% |
| YTD | -41.1% | +25.6% | -66.7% | -46.6% |
| 1Y | -45.7% | +39.5% | -85.2% | -54.3% |
| All | -45.7% | +40.8% | -86.4% | -54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling