+173.9%
NXPI vs REPL
+35.1%
+138.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.0% | -6.4% | +1.2% |
| 7D | -4.4% | +22.8% | -27.1% | -5.3% |
| 30D | +5.6% | +63.8% | -58.2% | +3.1% |
| 3M | +7.6% | +68.1% | -60.5% | +4.8% |
| 6M | -17.6% | +528.5% | -546.0% | -28.5% |
| YTD | +15.9% | +122.4% | -106.5% | +3.2% |
| 1Y | +22.4% | +154.4% | -132.0% | +7.7% |
| 3Y | +43.2% | +68.0% | -24.8% | +3.7% |
| 5Y | +21.4% | -35.4% | +56.7% | -1.6% |
| All | +173.9% | +35.1% | +138.8% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling