+34.5%
NXPI vs DG
-34.0%
+68.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.7% |
| 7D | +9.4% | -2.5% | +11.8% | +9.6% |
| 30D | +18.1% | +7.7% | +10.4% | +17.3% |
| 3M | +15.0% | +13.1% | +1.9% | +13.7% |
| 6M | -8.4% | +32.0% | -40.5% | -11.1% |
| YTD | +24.8% | +3.3% | +21.4% | +24.1% |
| 1Y | +33.3% | +31.7% | +1.6% | +29.0% |
| 3Y | +51.0% | +21.7% | +29.3% | +44.1% |
| 5Y | +34.5% | -34.7% | +69.3% | +53.0% |
| All | +34.5% | -34.0% | +68.6% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling