+50.0%
NXPI vs DT
-10.1%
+60.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.0% |
| 7D | -0.3% | -20.2% | +19.9% | +4.1% |
| 30D | +12.7% | -30.8% | +43.5% | +21.4% |
| 3M | +7.5% | -10.2% | +17.7% | +8.6% |
| 6M | -12.3% | +8.0% | -20.4% | -16.8% |
| YTD | +19.7% | +1.5% | +18.2% | +15.7% |
| 1Y | +27.6% | -6.9% | +34.4% | +28.0% |
| 3Y | +50.0% | -10.9% | +60.9% | +46.6% |
| All | +50.0% | -10.1% | +60.1% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling