+20.6%
NXPI vs NYT
+38.8%
-18.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.3% |
| 7D | +3.9% | -0.6% | +4.4% | +4.1% |
| 30D | +1.4% | +4.6% | -3.2% | -0.2% |
| 3M | -21.5% | -9.6% | -11.9% | -19.7% |
| 6M | +19.4% | -14.0% | +33.4% | +24.0% |
| YTD | +9.9% | -2.8% | +12.8% | +8.1% |
| 1Y | +7.9% | +15.6% | -7.7% | -1.9% |
| 3Y | +22.7% | +56.3% | -33.6% | -5.3% |
| All | +20.6% | +38.8% | -18.2% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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