+5.1%
NXPI vs DD
+35.1%
-30.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | +0.7% | -2.9% | +3.6% | +2.4% |
| 30D | -4.2% | -11.5% | +7.3% | +2.8% |
| 3M | -20.4% | -5.4% | -15.0% | -17.8% |
| 6M | +12.5% | -6.9% | +19.4% | +17.4% |
| YTD | +5.2% | +6.9% | -1.7% | +2.9% |
| 1Y | +5.1% | +35.6% | -30.5% | -9.7% |
| All | +5.1% | +35.1% | -30.0% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling