+150.2%
NXPI vs REPL
-6.0%
+156.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | +1.9% | -3.0% | +4.9% | +2.0% |
| 30D | -1.4% | +27.1% | -28.6% | -2.6% |
| 3M | -29.1% | +52.4% | -81.4% | -31.8% |
| 6M | +6.2% | +107.4% | -101.2% | -5.5% |
| YTD | +5.9% | +54.7% | -48.9% | -4.0% |
| 1Y | +2.9% | +158.9% | -156.0% | -14.1% |
| 3Y | +14.5% | -23.7% | +38.2% | -9.5% |
| 5Y | +17.1% | -54.3% | +71.4% | -3.7% |
| All | +150.2% | -6.0% | +156.2% | +58.4% |
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