+198.9%
NXPI vs DT
+75.7%
+123.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +6.8% | +3.1% | +3.6% | +5.6% |
| 30D | +20.0% | -29.5% | +49.6% | +34.8% |
| 3M | +14.8% | -11.7% | +26.5% | +18.2% |
| 6M | -10.5% | +29.0% | -39.5% | -21.5% |
| YTD | +23.7% | +3.4% | +20.4% | +15.8% |
| 1Y | +34.1% | -4.2% | +38.3% | +29.3% |
| 3Y | +51.2% | -12.8% | +64.1% | +48.4% |
| 5Y | +33.4% | -39.6% | +73.0% | +42.2% |
| All | +198.9% | +75.7% | +123.2% | +89.9% |
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