+22.0%
NXPI vs DFNS
-100.0%
+122.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -12.2% | +13.8% | +1.6% |
| 7D | -4.4% | -44.0% | +39.7% | -4.3% |
| 30D | +5.6% | -69.1% | +74.7% | +5.7% |
| 3M | +7.6% | -95.6% | +103.2% | +7.8% |
| 6M | -17.6% | -96.2% | +78.6% | -17.6% |
| YTD | +15.9% | -99.6% | +115.5% | +16.3% |
| 1Y | +22.4% | -99.7% | +122.1% | +23.0% |
| 3Y | +43.2% | -100.0% | +143.2% | +42.3% |
| All | +22.0% | -100.0% | +122.0% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling