+16.1%
NXPI vs RMBS
+269.8%
-253.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -2.3% | +3.5% | -5.7% | -3.7% |
| 30D | -4.3% | -8.6% | +4.3% | -0.9% |
| 3M | -24.7% | -40.3% | +15.7% | -7.1% |
| 6M | +9.7% | -1.0% | +10.7% | +3.2% |
| YTD | +3.8% | -4.6% | +8.4% | -4.1% |
| 1Y | +1.6% | +17.6% | -16.0% | -19.0% |
| 3Y | +16.0% | +58.6% | -42.6% | -30.8% |
| 5Y | +16.1% | +270.9% | -254.8% | -67.0% |
| All | +16.1% | +269.8% | -253.7% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 5y: compounded portfolio wealth divided by compounded RMBS 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…
5y analysis · Full analysis span regression · 6 months rolling