+34.8%
NXPI vs DD
+70.3%
-35.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.6% |
| 7D | +1.7% | +3.2% | -1.5% | -0.6% |
| 30D | +19.7% | +20.3% | -0.6% | +4.4% |
| 3M | +14.5% | +8.2% | +6.4% | +7.9% |
| 6M | -11.2% | +3.4% | -14.6% | -13.7% |
| YTD | +25.8% | +30.6% | -4.8% | +2.3% |
| 1Y | +35.2% | +30.6% | +4.6% | +9.9% |
| 3Y | +52.3% | +91.1% | -38.9% | -10.6% |
| 5Y | +34.8% | +68.6% | -33.7% | -13.7% |
| All | +34.8% | +70.3% | -35.5% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling