+1,747.1%
NXPI vs DG
+429.6%
+1,317.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | +1.9% | +8.4% | -6.5% | +0.2% |
| 30D | -1.4% | +4.9% | -6.4% | -2.5% |
| 3M | -29.1% | +29.3% | -58.4% | -33.2% |
| 6M | +6.2% | -11.3% | +17.5% | +8.2% |
| YTD | +5.9% | +1.8% | +4.1% | +4.4% |
| 1Y | +2.9% | +25.3% | -22.5% | -3.7% |
| 3Y | +14.5% | +9.1% | +5.4% | +5.8% |
| 5Y | +17.1% | -34.9% | +51.9% | +24.6% |
| 10Y | +193.4% | +108.2% | +85.2% | +123.0% |
| All | +1,747.1% | +429.6% | +1,317.5% | +774.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling