+184.8%
SOXL vs DXCM
-38.0%
+222.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.7% |
| 7D | +18.4% | -6.5% | +24.8% | +23.7% |
| 30D | -3.2% | -4.3% | +1.1% | -0.8% |
| 3M | -37.6% | +7.3% | -44.9% | -44.3% |
| 6M | +136.1% | +22.0% | +114.0% | +87.2% |
| YTD | +199.5% | +26.4% | +173.1% | +132.2% |
| 1Y | +363.2% | +7.0% | +356.2% | +300.7% |
| 3Y | +496.5% | -19.6% | +516.1% | +431.0% |
| 5Y | +184.8% | -39.3% | +224.1% | +224.8% |
| All | +184.8% | -38.0% | +222.8% | +224.8% |
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