+223.9%
NXPI vs OMC
+34.2%
+189.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.0% | +4.7% |
| 7D | +3.9% | -4.4% | +8.2% | +6.1% |
| 30D | +1.4% | -7.6% | +9.0% | +4.9% |
| 3M | -21.5% | +4.5% | -26.1% | -24.4% |
| 6M | +19.4% | -0.3% | +19.7% | +17.0% |
| YTD | +9.9% | -0.1% | +10.1% | +5.9% |
| 1Y | +7.9% | +4.6% | +3.3% | +0.4% |
| 3Y | +22.7% | +10.5% | +12.2% | +9.3% |
| 5Y | +22.1% | +31.7% | -9.7% | -1.8% |
| All | +223.9% | +34.2% | +189.7% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling