+211.4%
NXPI vs RIG
-44.3%
+255.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.1% |
| 7D | -2.3% | -8.2% | +5.9% | -1.0% |
| 30D | -4.3% | -0.2% | -4.2% | -4.4% |
| 3M | -24.7% | -2.7% | -21.9% | -24.6% |
| 6M | +9.7% | -7.5% | +17.2% | +10.1% |
| YTD | +3.8% | +38.3% | -34.5% | -2.4% |
| 1Y | +1.6% | +81.8% | -80.2% | -8.9% |
| 3Y | +16.0% | -30.2% | +46.2% | +15.4% |
| 5Y | +16.1% | +59.9% | -43.8% | -3.2% |
| 10Y | +211.4% | -41.9% | +253.3% | +129.1% |
| All | +211.4% | -44.3% | +255.7% | +129.1% |
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