+200.5%
NXPI vs RL
+397.7%
-197.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.8% | -2.6% | +0.8% |
| 7D | -0.3% | +0.2% | -0.6% | -0.4% |
| 30D | +12.7% | +7.3% | +5.4% | +9.5% |
| 3M | +7.5% | +1.0% | +6.4% | +6.7% |
| 6M | -12.3% | +11.8% | -24.1% | -17.5% |
| YTD | +19.7% | +13.6% | +6.1% | +11.1% |
| 1Y | +27.6% | +24.0% | +3.5% | +13.6% |
| 3Y | +50.0% | +256.6% | -206.6% | -15.4% |
| 5Y | +27.2% | +240.2% | -213.1% | -28.6% |
| 10Y | +200.5% | +373.0% | -172.4% | +47.5% |
| All | +200.5% | +397.7% | -197.1% | +47.5% |
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