+51.2%
NXPI vs DVA
+105.9%
-54.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +6.8% | -8.8% | +15.5% | +8.0% |
| 30D | +20.0% | -3.4% | +23.4% | +20.4% |
| 3M | +14.8% | -2.6% | +17.4% | +14.8% |
| 6M | -10.5% | -11.9% | +1.4% | -9.8% |
| YTD | +23.7% | +53.6% | -29.9% | +12.7% |
| 1Y | +34.1% | +41.9% | -7.8% | +24.4% |
| 3Y | +51.2% | +97.5% | -46.3% | +21.7% |
| All | +51.2% | +105.9% | -54.7% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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