+15.8%
NXPI vs DTE
+47.2%
-31.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.2% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -4.3% | -0.5% | -3.8% | -4.3% |
| 3M | -24.7% | -6.0% | -18.6% | -24.5% |
| 6M | +9.7% | -7.2% | +16.9% | +9.9% |
| YTD | +3.8% | +7.2% | -3.4% | +2.0% |
| 1Y | +1.6% | +4.1% | -2.4% | +0.1% |
| All | +15.8% | +47.2% | -31.4% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling