+14.5%
NXPI vs DD
+10.6%
+3.9%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.6% |
| 7D | +1.7% | +3.2% | -1.5% | -0.4% |
| 30D | +19.7% | +20.3% | -0.6% | +3.5% |
| 3M | +14.5% | +8.2% | +6.4% | +4.5% |
| All | +14.5% | +10.6% | +3.9% | +4.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling