+357.4%
SOXL vs DXCM
+11.0%
+346.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.0% | +11.9% | +10.0% |
| 7D | +5.3% | -3.2% | +8.6% | +5.6% |
| 30D | -11.2% | +6.3% | -17.5% | -11.8% |
| 3M | -55.4% | +21.1% | -76.4% | -56.5% |
| 6M | +107.1% | +20.6% | +86.6% | +105.2% |
| YTD | +179.0% | +32.4% | +146.6% | +167.9% |
| 1Y | +357.4% | +8.8% | +348.5% | +368.0% |
| All | +357.4% | +11.0% | +346.4% | +368.0% |
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