+212.4%
NXPI vs RNG
+234.5%
-22.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | +6.8% | +4.6% | +2.2% | +5.7% |
| 30D | +20.0% | +0.4% | +19.6% | +19.8% |
| 3M | +14.8% | +11.4% | +3.4% | +11.5% |
| 6M | -10.5% | +95.7% | -106.1% | -25.5% |
| YTD | +23.7% | +162.9% | -139.2% | -7.8% |
| 1Y | +34.1% | +180.3% | -146.2% | -1.8% |
| 3Y | +51.2% | +188.3% | -137.1% | +6.1% |
| 5Y | +33.4% | -72.5% | +105.9% | +46.9% |
| All | +212.4% | +234.5% | -22.0% | +130.9% |
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