+1,714.9%
NXPI vs DVA
+473.4%
+1,241.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.1% |
| 7D | +0.7% | +2.2% | -1.6% | 0.0% |
| 30D | -6.6% | -2.0% | -4.6% | -6.1% |
| 3M | -25.4% | -6.3% | -19.1% | -24.7% |
| 6M | +11.9% | +19.4% | -7.5% | +3.1% |
| YTD | +4.0% | +58.5% | -54.5% | -14.3% |
| 1Y | +1.0% | +33.9% | -32.8% | -11.9% |
| 3Y | +16.3% | +88.4% | -72.1% | -14.7% |
| 5Y | +17.7% | +39.5% | -21.8% | -6.9% |
| 10Y | +195.8% | +179.5% | +16.4% | +51.8% |
| All | +1,714.9% | +473.4% | +1,241.5% | +445.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling