+1,747.1%
NXPI vs DLR
+486.7%
+1,260.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.1% |
| 7D | +1.9% | +1.6% | +0.3% | +1.2% |
| 30D | -1.4% | -3.4% | +1.9% | 0.0% |
| 3M | -29.1% | +0.5% | -29.6% | -29.7% |
| 6M | +6.2% | +4.6% | +1.7% | +3.5% |
| YTD | +5.9% | +23.4% | -17.5% | -4.4% |
| 1Y | +2.9% | +19.0% | -16.1% | -5.8% |
| 3Y | +14.5% | +56.5% | -42.0% | -8.0% |
| 5Y | +17.1% | +33.3% | -16.3% | -1.9% |
| 10Y | +193.4% | +165.1% | +28.2% | +69.1% |
| All | +1,747.1% | +486.7% | +1,260.4% | +459.7% |
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 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