+34.7%
NXPI vs DTE
+46.4%
-11.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +6.8% | +3.4% | +3.3% | +5.9% |
| 30D | +20.0% | +8.9% | +11.2% | +17.8% |
| 3M | +14.8% | +1.1% | +13.8% | +14.5% |
| 6M | -10.5% | +0.1% | -10.5% | -10.9% |
| YTD | +23.7% | +11.1% | +12.7% | +19.3% |
| 1Y | +34.1% | +4.9% | +29.1% | +31.2% |
| 3Y | +51.2% | +58.6% | -7.3% | +27.1% |
| All | +34.7% | +46.4% | -11.7% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling