+212.4%
NXPI vs RL
+337.1%
-124.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.3% |
| 7D | +6.8% | +2.6% | +4.2% | +5.6% |
| 30D | +20.0% | +2.9% | +17.1% | +18.7% |
| 3M | +14.8% | 0.0% | +14.8% | +14.6% |
| 6M | -10.5% | +17.1% | -27.6% | -17.4% |
| YTD | +23.7% | +10.1% | +13.6% | +16.3% |
| 1Y | +34.1% | +17.3% | +16.8% | +22.2% |
| 3Y | +51.2% | +249.3% | -198.1% | -14.1% |
| 5Y | +33.4% | +240.9% | -207.5% | -25.1% |
| All | +212.4% | +337.1% | -124.6% | +56.0% |
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