+1,747.1%
NXPI vs DE
+1,288.4%
+458.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.9% | +10.0% | -8.1% | -4.2% |
| 30D | -1.4% | +13.3% | -14.8% | -9.5% |
| 3M | -29.1% | +17.5% | -46.6% | -36.5% |
| 6M | +6.2% | +13.6% | -7.4% | -3.3% |
| YTD | +5.9% | +49.8% | -43.9% | -20.5% |
| 1Y | +2.9% | +47.9% | -45.0% | -22.5% |
| 3Y | +14.5% | +72.5% | -58.0% | -23.7% |
| 5Y | +17.1% | +90.2% | -73.2% | -30.8% |
| 10Y | +193.4% | +865.4% | -672.0% | -52.2% |
| All | +1,747.1% | +1,288.4% | +458.7% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling