+24.9%
NXPI vs RGTI
+53.9%
-29.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.1% |
| 7D | -2.3% | +2.5% | -4.8% | -2.5% |
| 30D | -4.3% | -13.7% | +9.3% | -3.3% |
| 3M | -24.7% | -22.6% | -2.1% | -23.3% |
| 6M | +9.7% | -13.4% | +23.1% | +9.6% |
| YTD | +3.8% | -31.2% | +35.0% | +5.0% |
| 1Y | +1.6% | -7.6% | +9.2% | -1.0% |
| 3Y | +16.0% | +669.7% | -653.7% | -18.2% |
| 5Y | +16.1% | +57.0% | -40.9% | -11.6% |
| All | +24.9% | +53.9% | -29.1% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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