+592.3%
DIA vs NXPI
+2,263.6%
-1,671.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.1% |
| 7D | -1.6% | +1.7% | -3.3% | -2.0% |
| 30D | +1.3% | +19.7% | -18.4% | -2.7% |
| 3M | -2.1% | +14.5% | -16.6% | -5.2% |
| 6M | +6.2% | -11.2% | +17.5% | +7.7% |
| YTD | +10.3% | +25.8% | -15.4% | +2.3% |
| 1Y | +11.0% | +35.2% | -24.2% | +1.1% |
| 3Y | +60.4% | +52.3% | +8.1% | +37.9% |
| 5Y | +59.1% | +34.8% | +24.2% | +36.9% |
| 10Y | +237.1% | +214.4% | +22.7% | +130.6% |
| All | +592.3% | +2,263.6% | -1,671.2% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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