+34.7%
NXPI vs REPL
-35.0%
+69.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +6.8% | +1.2% | +5.5% | +6.7% |
| 30D | +20.0% | +92.2% | -72.1% | +19.0% |
| 3M | +14.8% | +44.1% | -29.3% | +14.2% |
| 6M | -10.5% | +313.0% | -323.5% | -13.3% |
| YTD | +23.7% | +125.2% | -101.5% | +19.7% |
| 1Y | +34.1% | +143.8% | -109.7% | +29.3% |
| 3Y | +51.2% | +104.2% | -53.0% | +26.8% |
| All | +34.7% | -35.0% | +69.7% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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