+2,058.7%
NXPI vs DTE
+528.9%
+1,529.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +6.8% | +3.4% | +3.3% | +5.0% |
| 30D | +20.0% | +8.9% | +11.2% | +15.0% |
| 3M | +14.8% | +1.1% | +13.8% | +14.1% |
| 6M | -10.5% | +0.1% | -10.5% | -11.1% |
| YTD | +23.7% | +11.1% | +12.7% | +15.6% |
| 1Y | +34.1% | +4.9% | +29.1% | +28.9% |
| 3Y | +51.2% | +58.6% | -7.3% | +12.4% |
| 5Y | +33.4% | +47.3% | -13.9% | +1.3% |
| 10Y | +209.2% | +151.3% | +57.9% | +58.1% |
| All | +2,058.7% | +528.9% | +1,529.8% | +224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling