+19,418.6%
SOXL vs DXCM
+3,347.1%
+16,071.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.0% | +11.9% | +11.2% |
| 7D | +5.3% | -3.2% | +8.6% | +7.5% |
| 30D | -11.2% | +6.3% | -17.5% | -15.1% |
| 3M | -55.4% | +21.1% | -76.4% | -62.6% |
| 6M | +107.1% | +20.6% | +86.6% | +72.2% |
| YTD | +179.0% | +32.4% | +146.6% | +118.3% |
| 1Y | +357.4% | +8.8% | +348.5% | +299.2% |
| 3Y | +397.5% | -13.7% | +411.2% | +349.9% |
| 5Y | +155.9% | -35.2% | +191.1% | +199.6% |
| 10Y | +4,301.6% | +281.8% | +4,019.8% | +1,760.5% |
| All | +19,418.6% | +3,347.1% | +16,071.5% | +1,133.8% |
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 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