+17.7%
NXPI vs DLR
+35.6%
-17.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | +0.7% | +3.4% | -2.7% | -1.1% |
| 30D | -6.6% | -2.2% | -4.4% | -5.7% |
| 3M | -25.4% | +4.7% | -30.1% | -27.7% |
| 6M | +11.9% | +9.0% | +2.9% | +6.2% |
| YTD | +4.0% | +24.1% | -20.1% | -7.9% |
| 1Y | +1.0% | +20.9% | -19.9% | -9.5% |
| 3Y | +16.3% | +60.0% | -43.7% | -11.3% |
| 5Y | +17.7% | +35.3% | -17.6% | -11.7% |
| All | +17.7% | +35.6% | -17.9% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling