+104.1%
NXPI vs DFNS
-99.9%
+204.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.7% |
| 7D | +0.7% | +0.8% | -0.1% | +0.7% |
| 30D | -6.6% | -73.2% | +66.6% | -6.5% |
| 3M | -25.4% | -72.4% | +47.0% | -25.5% |
| 6M | +11.9% | -95.2% | +107.1% | +12.0% |
| YTD | +4.0% | -98.0% | +102.0% | +4.3% |
| 1Y | +1.0% | -98.3% | +99.3% | +1.3% |
| 3Y | +16.3% | -99.9% | +116.2% | +15.2% |
| 5Y | +17.7% | -99.9% | +117.6% | +21.9% |
| All | +104.1% | -99.9% | +204.0% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling