+17.4%
NXPI vs DVA
+89.4%
-72.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | +0.7% | -0.2% | +0.8% | +0.7% |
| 30D | -4.2% | +1.7% | -5.9% | -4.4% |
| 3M | -20.4% | -8.7% | -11.8% | -20.0% |
| 6M | +12.5% | +19.7% | -7.1% | +8.4% |
| YTD | +5.2% | +59.6% | -54.4% | -2.6% |
| 1Y | +5.1% | +37.1% | -32.0% | -0.1% |
| All | +17.4% | +89.4% | -72.0% | +9.7% |
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