+186.7%
NXPI vs RF
+279.4%
-92.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.8% |
| 7D | -4.4% | -0.9% | -3.5% | -3.9% |
| 30D | +5.6% | +6.0% | -0.5% | +2.4% |
| 3M | +7.6% | -8.9% | +16.5% | +13.0% |
| 6M | -17.6% | +2.3% | -19.9% | -19.1% |
| YTD | +15.9% | +7.6% | +8.3% | +10.3% |
| 1Y | +22.4% | +21.2% | +1.2% | +9.4% |
| 3Y | +43.2% | +108.5% | -65.3% | -3.6% |
| 5Y | +21.4% | +43.2% | -21.8% | -4.0% |
| All | +186.7% | +279.4% | -92.7% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling