+12.6%
SOFI vs DXCM
-39.5%
+52.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.0% |
| 7D | -7.0% | -5.8% | -1.2% | -4.8% |
| 30D | -4.3% | -5.6% | +1.3% | -2.2% |
| 3M | +8.4% | +13.0% | -4.6% | +2.3% |
| 6M | -5.9% | +24.7% | -30.6% | -15.0% |
| YTD | -34.3% | +27.3% | -61.6% | -41.3% |
| 1Y | -32.6% | +11.2% | -43.8% | -37.4% |
| 3Y | +101.3% | -19.0% | +120.3% | +87.5% |
| 5Y | +12.6% | -38.5% | +51.0% | +24.3% |
| All | +12.6% | -39.5% | +52.0% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling