+16.3%
NXPI vs RIG
-28.9%
+45.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | +0.7% | -2.7% | +3.4% | +1.2% |
| 30D | -6.6% | +9.5% | -16.1% | -8.6% |
| 3M | -25.4% | -6.6% | -18.8% | -24.6% |
| 6M | +11.9% | -2.9% | +14.8% | +11.2% |
| YTD | +4.0% | +39.5% | -35.4% | -5.5% |
| 1Y | +1.0% | +82.3% | -81.2% | -14.7% |
| 3Y | +16.3% | -29.6% | +45.9% | +0.7% |
| All | +16.3% | -28.9% | +45.2% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling