+35.2%
NXPI vs RL
+19.4%
+15.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.4% |
| 7D | +1.7% | -4.4% | +6.1% | +2.9% |
| 30D | +19.7% | +5.6% | +14.1% | +18.5% |
| 3M | +14.5% | -0.6% | +15.2% | +15.1% |
| 6M | -11.2% | +15.5% | -26.7% | -13.0% |
| YTD | +25.8% | +12.3% | +13.5% | +22.2% |
| 1Y | +35.2% | +19.3% | +15.9% | +30.6% |
| All | +35.2% | +19.4% | +15.8% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling