+1,735.9%
NXPI vs NYT
+753.8%
+982.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +0.7% | -0.7% | +1.4% | +0.9% |
| 30D | -4.2% | +4.5% | -8.7% | -6.0% |
| 3M | -20.4% | -8.5% | -11.9% | -18.7% |
| 6M | +12.5% | -15.1% | +27.6% | +18.0% |
| YTD | +5.2% | -3.3% | +8.5% | +3.9% |
| 1Y | +5.1% | +17.0% | -11.9% | -4.7% |
| 3Y | +17.7% | +55.7% | -38.0% | -7.8% |
| 5Y | +16.8% | +38.9% | -22.0% | -6.7% |
| 10Y | +215.8% | +485.3% | -269.5% | +30.3% |
| All | +1,735.9% | +753.8% | +982.1% | +476.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling