+1,747.1%
NXPI vs RBA
+512.8%
+1,234.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.1% |
| 7D | +1.9% | -2.9% | +4.8% | +3.2% |
| 30D | -1.4% | -12.3% | +10.9% | +4.0% |
| 3M | -29.1% | -20.5% | -8.5% | -22.6% |
| 6M | +6.2% | -18.5% | +24.8% | +14.6% |
| YTD | +5.9% | -18.2% | +24.1% | +13.3% |
| 1Y | +2.9% | -27.5% | +30.4% | +15.8% |
| 3Y | +14.5% | +38.1% | -23.6% | -4.1% |
| 5Y | +17.1% | +44.8% | -27.7% | -7.4% |
| 10Y | +193.4% | +187.1% | +6.2% | +62.7% |
| All | +1,747.1% | +512.8% | +1,234.3% | +516.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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