+17.7%
NXPI vs DG
-37.3%
+55.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.4% |
| 7D | +0.7% | -2.5% | +3.1% | +0.9% |
| 30D | -6.6% | +1.0% | -7.6% | -6.7% |
| 3M | -25.4% | +20.3% | -45.7% | -26.9% |
| 6M | +11.9% | -11.7% | +23.7% | +13.2% |
| YTD | +4.0% | -2.3% | +6.3% | +4.0% |
| 1Y | +1.0% | +20.0% | -19.0% | -1.5% |
| 3Y | +16.3% | +7.2% | +9.1% | +13.7% |
| 5Y | +17.7% | -37.9% | +55.6% | +30.6% |
| All | +17.7% | -37.3% | +55.0% | +30.6% |
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