+210.0%
NXPI vs DLR
+172.7%
+37.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.2% |
| 7D | +0.7% | -1.3% | +1.9% | +1.2% |
| 30D | -4.2% | -2.9% | -1.3% | -3.2% |
| 3M | -20.4% | +3.2% | -23.6% | -21.9% |
| 6M | +12.5% | +3.9% | +8.6% | +10.2% |
| YTD | +5.2% | +21.4% | -16.2% | -3.3% |
| 1Y | +5.1% | +9.7% | -4.6% | +0.6% |
| 3Y | +17.7% | +56.5% | -38.9% | -2.6% |
| 5Y | +16.8% | +41.5% | -24.7% | -2.7% |
| All | +210.0% | +172.7% | +37.3% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling