+195.8%
NXPI vs RL
+304.3%
-108.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | +0.7% | +1.9% | -1.2% | -0.2% |
| 30D | -6.6% | -12.2% | +5.6% | -1.5% |
| 3M | -25.4% | -6.6% | -18.8% | -23.6% |
| 6M | +11.9% | +3.2% | +8.8% | +8.4% |
| YTD | +4.0% | -1.3% | +5.3% | +2.5% |
| 1Y | +1.0% | +13.6% | -12.5% | -6.7% |
| 3Y | +16.3% | +210.9% | -194.5% | -30.7% |
| 5Y | +17.7% | +246.9% | -229.2% | -34.0% |
| 10Y | +195.8% | +310.1% | -114.3% | +59.1% |
| All | +195.8% | +304.3% | -108.5% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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