+22.0%
NXPI vs D
+12.5%
+9.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | -4.4% | +3.0% | -7.3% | -4.7% |
| 30D | +5.6% | +11.5% | -5.9% | +4.1% |
| 3M | +7.6% | +3.7% | +3.9% | +7.1% |
| 6M | -17.6% | +13.5% | -31.1% | -19.1% |
| YTD | +15.9% | +20.7% | -4.8% | +12.6% |
| 1Y | +22.4% | +18.2% | +4.2% | +19.2% |
| 3Y | +43.2% | +73.3% | -30.1% | +28.5% |
| All | +22.0% | +12.5% | +9.5% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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