+9,612.4%
SOXL vs DXCM
+3,167.8%
+6,444.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.4% | -13.4% | -12.5% |
| 7D | +26.9% | +4.9% | +21.9% | +23.1% |
| 30D | -47.2% | -0.2% | -47.1% | -47.6% |
| 3M | -59.9% | -8.9% | -50.9% | -58.2% |
| 6M | -68.3% | +42.3% | -110.6% | -76.8% |
| YTD | +38.8% | +25.6% | +13.3% | +10.7% |
| 1Y | +48.8% | +39.5% | +9.3% | +11.4% |
| 3Y | +196.5% | -15.3% | +211.8% | +171.7% |
| 5Y | -5.0% | -48.4% | +43.4% | +25.9% |
| 10Y | +1,914.5% | +411.4% | +1,503.2% | +613.6% |
| All | +9,612.4% | +3,167.8% | +6,444.5% | +525.9% |
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 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