+17.1%
NXPI vs DOC
-24.5%
+41.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | +1.9% | -1.5% | +3.4% | +2.5% |
| 30D | -1.4% | -4.8% | +3.3% | +0.5% |
| 3M | -29.1% | +6.9% | -35.9% | -31.5% |
| 6M | +6.2% | +20.7% | -14.5% | -3.4% |
| YTD | +5.9% | +34.1% | -28.3% | -8.7% |
| 1Y | +2.9% | +22.6% | -19.8% | -7.6% |
| 3Y | +14.5% | +20.8% | -6.3% | +1.6% |
| All | +17.1% | -24.5% | +41.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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