+210.0%
NXPI vs RNG
+223.4%
-13.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | +0.7% | -9.6% | +10.2% | +2.9% |
| 30D | -4.2% | +8.8% | -13.0% | -6.2% |
| 3M | -20.4% | +78.6% | -99.0% | -31.8% |
| 6M | +12.5% | +70.3% | -57.8% | -4.0% |
| YTD | +5.2% | +140.3% | -135.1% | -19.6% |
| 1Y | +5.1% | +126.6% | -121.5% | -18.8% |
| 3Y | +17.7% | +120.2% | -102.5% | -11.9% |
| 5Y | +16.8% | -68.3% | +85.1% | +23.6% |
| All | +210.0% | +223.4% | -13.4% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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