+155.7%
NXPI vs DT
+103.5%
+52.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.9% |
| 7D | +1.9% | -3.3% | +5.2% | +3.0% |
| 30D | -1.4% | +2.0% | -3.5% | -2.6% |
| 3M | -29.1% | +20.0% | -49.1% | -34.7% |
| 6M | +6.2% | +39.3% | -33.1% | -9.7% |
| YTD | +5.9% | +19.8% | -13.9% | -4.8% |
| 1Y | +2.9% | +4.3% | -1.4% | -2.5% |
| 3Y | +14.5% | +7.7% | +6.8% | +5.1% |
| 5Y | +17.1% | -26.8% | +43.9% | +17.3% |
| All | +155.7% | +103.5% | +52.2% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling