+497.9%
SOXL vs DXCM
-19.6%
+517.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | +18.4% | -6.5% | +24.8% | +21.6% |
| 30D | -3.2% | -4.3% | +1.1% | -1.7% |
| 3M | -37.6% | +7.3% | -44.9% | -41.5% |
| 6M | +136.1% | +22.0% | +114.0% | +104.9% |
| YTD | +199.5% | +26.4% | +173.1% | +156.5% |
| 1Y | +363.2% | +7.0% | +356.2% | +329.2% |
| All | +497.9% | -19.6% | +517.5% | +512.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling