+1,747.1%
NXPI vs D
+198.9%
+1,548.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | -1.4% | -3.6% | +2.1% | -0.4% |
| 3M | -29.1% | -1.0% | -28.1% | -29.0% |
| 6M | +6.2% | +6.3% | -0.1% | +3.8% |
| YTD | +5.9% | +14.7% | -8.8% | +1.0% |
| 1Y | +2.9% | +16.9% | -14.1% | -2.7% |
| 3Y | +14.5% | +56.8% | -42.3% | -3.8% |
| 5Y | +17.1% | +5.2% | +11.9% | +11.8% |
| 10Y | +193.4% | +35.9% | +157.5% | +138.8% |
| All | +1,747.1% | +198.9% | +1,548.2% | +555.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling