+210.0%
NXPI vs DG
+99.2%
+110.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | +0.7% | -6.3% | +7.0% | +1.8% |
| 30D | -4.2% | +2.4% | -6.6% | -4.7% |
| 3M | -20.4% | +12.4% | -32.8% | -22.4% |
| 6M | +12.5% | -14.9% | +27.4% | +15.2% |
| YTD | +5.2% | -6.1% | +11.3% | +5.6% |
| 1Y | +5.1% | +17.9% | -12.7% | +0.5% |
| 3Y | +17.7% | +3.1% | +14.5% | +11.3% |
| 5Y | +16.8% | -38.7% | +55.5% | +28.7% |
| All | +210.0% | +99.2% | +110.8% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling