+154.2%
NXPI vs DT
+101.6%
+52.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.8% |
| 7D | +0.7% | -2.5% | +3.2% | +1.6% |
| 30D | -4.2% | +3.5% | -7.7% | -5.7% |
| 3M | -20.4% | +26.7% | -47.1% | -28.3% |
| 6M | +12.5% | +36.1% | -23.6% | -3.4% |
| YTD | +5.2% | +18.6% | -13.4% | -5.1% |
| 1Y | +5.1% | +7.9% | -2.8% | -1.7% |
| 3Y | +17.7% | +8.6% | +9.1% | +7.6% |
| 5Y | +16.8% | -26.7% | +43.5% | +16.9% |
| All | +154.2% | +101.6% | +52.5% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling