+210.0%
NXPI vs DD
+67.0%
+143.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | +0.7% | -2.9% | +3.6% | +2.5% |
| 30D | -4.2% | -11.5% | +7.3% | +3.4% |
| 3M | -20.4% | -5.4% | -15.0% | -17.7% |
| 6M | +12.5% | -6.9% | +19.4% | +17.0% |
| YTD | +5.2% | +6.9% | -1.7% | +0.3% |
| 1Y | +5.1% | +35.6% | -30.5% | -14.4% |
| 3Y | +17.7% | +42.5% | -24.9% | -8.6% |
| 5Y | +16.8% | +58.5% | -41.6% | -15.3% |
| All | +210.0% | +67.0% | +143.0% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling