+239.0%
NXPI vs QSR
+211.0%
+28.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.6% | -0.6% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -6.6% | +5.9% | -12.5% | -9.4% |
| 3M | -25.4% | +10.5% | -35.9% | -29.6% |
| 6M | +11.9% | +7.7% | +4.2% | +6.4% |
| YTD | +4.0% | +16.8% | -12.8% | -5.5% |
| 1Y | +1.0% | +30.9% | -29.8% | -13.7% |
| 3Y | +16.3% | +28.2% | -11.9% | -1.2% |
| 5Y | +17.7% | +45.0% | -27.3% | -6.6% |
| 10Y | +195.8% | +127.3% | +68.5% | +80.5% |
| All | +239.0% | +211.0% | +28.0% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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