+1,747.1%
NXPI vs RF
+549.1%
+1,198.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +1.9% | +1.3% | +0.6% | +1.2% |
| 30D | -1.4% | -3.6% | +2.2% | +0.5% |
| 3M | -29.1% | +8.1% | -37.1% | -32.4% |
| 6M | +6.2% | +11.5% | -5.3% | -0.7% |
| YTD | +5.9% | +15.6% | -9.7% | -3.4% |
| 1Y | +2.9% | +15.7% | -12.8% | -6.3% |
| 3Y | +14.5% | +86.9% | -72.4% | -20.9% |
| 5Y | +17.1% | +89.8% | -72.8% | -21.9% |
| 10Y | +193.4% | +344.7% | -151.3% | +4.7% |
| All | +1,747.1% | +549.1% | +1,198.0% | +355.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling