+17.1%
NXPI vs DRI
+72.9%
-55.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +1.9% | +0.6% | +1.3% | +1.6% |
| 30D | -1.4% | +3.8% | -5.3% | -3.6% |
| 3M | -29.1% | +13.0% | -42.1% | -34.2% |
| 6M | +6.2% | +8.3% | -2.1% | +0.5% |
| YTD | +5.9% | +20.6% | -14.7% | -6.3% |
| 1Y | +2.9% | +6.5% | -3.6% | -2.9% |
| 3Y | +14.5% | +53.7% | -39.2% | -15.6% |
| All | +17.1% | +72.9% | -55.8% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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