+2,094.7%
NXPI vs DLR
+468.0%
+1,626.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +1.7% | -2.0% | +3.7% | +2.8% |
| 30D | +19.7% | +0.5% | +19.1% | +19.6% |
| 3M | +14.5% | -4.4% | +19.0% | +16.9% |
| 6M | -11.2% | -6.4% | -4.8% | -9.0% |
| YTD | +25.8% | +19.5% | +6.3% | +15.4% |
| 1Y | +35.2% | +10.5% | +24.7% | +28.3% |
| 3Y | +52.3% | +54.0% | -1.7% | +23.7% |
| 5Y | +34.8% | +39.7% | -4.9% | +11.5% |
| 10Y | +214.4% | +189.5% | +24.9% | +73.7% |
| All | +2,094.7% | +468.0% | +1,626.7% | +575.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling