+214.4%
NXPI vs RIG
-48.7%
+263.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.7% |
| 7D | +1.7% | -2.6% | +4.3% | +2.1% |
| 30D | +19.7% | -5.2% | +24.8% | +20.3% |
| 3M | +14.5% | -8.6% | +23.1% | +15.6% |
| 6M | -11.2% | -18.9% | +7.7% | -9.2% |
| YTD | +25.8% | +28.6% | -2.8% | +19.1% |
| 1Y | +35.2% | +25.5% | +9.7% | +28.3% |
| 3Y | +52.3% | -20.2% | +72.4% | +48.4% |
| 5Y | +34.8% | +53.9% | -19.1% | +13.2% |
| 10Y | +214.4% | -48.8% | +263.2% | +140.6% |
| All | +214.4% | -48.7% | +263.1% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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