+2,076.7%
NXPI vs DG
+437.8%
+1,638.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.4% |
| 7D | +9.4% | -2.5% | +11.8% | +9.9% |
| 30D | +18.1% | +7.7% | +10.4% | +16.1% |
| 3M | +15.0% | +13.1% | +1.9% | +11.7% |
| 6M | -8.4% | +32.0% | -40.5% | -14.5% |
| YTD | +24.8% | +3.3% | +21.4% | +22.3% |
| 1Y | +33.3% | +31.7% | +1.6% | +23.1% |
| 3Y | +51.0% | +21.7% | +29.3% | +35.2% |
| 5Y | +34.5% | -34.7% | +69.3% | +42.9% |
| 10Y | +211.8% | +106.7% | +105.1% | +137.3% |
| All | +2,076.7% | +437.8% | +1,638.8% | +923.5% |
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