+16.3%
NXPI vs DD
+47.1%
-30.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +0.7% | -0.6% | +1.3% | +1.1% |
| 30D | -6.6% | -7.4% | +0.8% | -1.7% |
| 3M | -25.4% | -6.4% | -19.0% | -22.1% |
| 6M | +11.9% | -2.5% | +14.4% | +13.1% |
| YTD | +4.0% | +10.2% | -6.2% | -3.3% |
| 1Y | +1.0% | +36.9% | -35.9% | -19.8% |
| 3Y | +16.3% | +47.0% | -30.7% | -14.0% |
| All | +16.3% | +47.1% | -30.8% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling