+4,671.5%
SOXL vs DXCM
+266.8%
+4,404.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.8% | -8.8% | -8.5% |
| 7D | +8.5% | -5.8% | +14.2% | +12.3% |
| 30D | -13.0% | -5.6% | -7.4% | -10.2% |
| 3M | -35.9% | +13.0% | -48.9% | -44.3% |
| 6M | +112.1% | +24.7% | +87.4% | +70.5% |
| YTD | +175.4% | +27.3% | +148.1% | +119.3% |
| 1Y | +304.9% | +11.2% | +293.7% | +247.1% |
| 3Y | +448.6% | -19.0% | +467.6% | +413.6% |
| 5Y | +156.1% | -38.5% | +194.6% | +203.2% |
| All | +4,671.5% | +266.8% | +4,404.7% | +3,206.6% |
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