+20.6%
NXPI vs DTE
+30.3%
-9.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.8% |
| 7D | +3.9% | -2.6% | +6.4% | +4.4% |
| 30D | +1.4% | -4.4% | +5.8% | +2.3% |
| 3M | -21.5% | -8.3% | -13.2% | -20.2% |
| 6M | +19.4% | -8.1% | +27.5% | +21.0% |
| YTD | +9.9% | +4.4% | +5.5% | +7.5% |
| 1Y | +7.9% | +0.2% | +7.7% | +6.5% |
| 3Y | +22.7% | +42.6% | -19.9% | +6.2% |
| All | +20.6% | +30.3% | -9.7% | +7.1% |
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