+144.8%
NXPI vs DFNS
-100.0%
+244.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -19.4% | +18.5% | -0.8% |
| 7D | +9.4% | -12.7% | +22.0% | +9.4% |
| 30D | +18.1% | -65.2% | +83.3% | +18.2% |
| 3M | +15.0% | -94.6% | +109.6% | +15.3% |
| 6M | -8.4% | -96.2% | +87.8% | -8.4% |
| YTD | +24.8% | -99.6% | +124.4% | +25.2% |
| 1Y | +33.3% | -99.7% | +133.0% | +33.8% |
| 3Y | +51.0% | -100.0% | +151.0% | +49.8% |
| 5Y | +34.5% | -100.0% | +134.5% | +39.3% |
| All | +144.8% | -100.0% | +244.8% | +165.2% |
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