+49.3%
SOFI vs DXCM
-4.0%
+53.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -0.7% |
| 7D | +0.9% | -3.2% | +4.1% | +2.3% |
| 30D | -0.2% | +6.3% | -6.5% | -2.8% |
| 3M | +6.2% | +21.1% | -14.9% | -2.9% |
| 6M | -2.6% | +20.6% | -23.1% | -11.2% |
| YTD | -30.4% | +32.4% | -62.8% | -39.3% |
| 1Y | -28.2% | +8.8% | -37.1% | -32.9% |
| 3Y | +107.3% | -13.7% | +121.0% | +85.7% |
| 5Y | +20.2% | -35.2% | +55.4% | +22.3% |
| All | +49.3% | -4.0% | +53.3% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling