+15.8%
NXPI vs RNG
+122.1%
-106.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | -2.3% | -4.1% | +1.8% | -1.6% |
| 30D | -4.3% | +8.6% | -13.0% | -5.9% |
| 3M | -24.7% | +78.0% | -102.6% | -33.5% |
| 6M | +9.7% | +67.0% | -57.3% | -3.2% |
| YTD | +3.8% | +142.4% | -138.7% | -19.9% |
| 1Y | +1.6% | +120.4% | -118.8% | -19.5% |
| All | +15.8% | +122.1% | -106.3% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling