+16.1%
NXPI vs DE
+96.1%
-80.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -2.3% | -3.0% | +0.8% | -0.8% |
| 30D | -4.3% | +11.1% | -15.5% | -9.4% |
| 3M | -24.7% | +17.6% | -42.3% | -30.6% |
| 6M | +9.7% | +13.6% | -3.9% | +2.5% |
| YTD | +3.8% | +46.3% | -42.5% | -15.3% |
| 1Y | +1.6% | +44.2% | -42.6% | -16.8% |
| 3Y | +16.0% | +76.6% | -60.5% | -14.4% |
| 5Y | +16.1% | +98.2% | -82.1% | -20.6% |
| All | +16.1% | +96.1% | -80.0% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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