+223.9%
NXPI vs DTE
+137.8%
+86.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +5.1% |
| 7D | +3.9% | -2.6% | +6.4% | +5.0% |
| 30D | +1.4% | -4.4% | +5.8% | +3.4% |
| 3M | -21.5% | -8.3% | -13.2% | -18.7% |
| 6M | +19.4% | -8.1% | +27.5% | +23.0% |
| YTD | +9.9% | +4.4% | +5.5% | +6.3% |
| 1Y | +7.9% | +0.2% | +7.7% | +6.1% |
| 3Y | +22.7% | +42.6% | -19.9% | -2.1% |
| 5Y | +22.1% | +31.5% | -9.4% | +0.2% |
| All | +223.9% | +137.8% | +86.1% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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