+1,747.1%
NXPI vs RRC
+18.2%
+1,728.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | +1.9% | +1.3% | +0.6% | +1.6% |
| 30D | -1.4% | +10.1% | -11.6% | -3.4% |
| 3M | -29.1% | +4.0% | -33.1% | -29.9% |
| 6M | +6.2% | +1.6% | +4.6% | +5.0% |
| YTD | +5.9% | +19.7% | -13.8% | +0.8% |
| 1Y | +2.9% | +21.4% | -18.5% | -2.7% |
| 3Y | +14.5% | +29.7% | -15.2% | +5.6% |
| 5Y | +17.1% | +153.9% | -136.8% | -10.2% |
| 10Y | +193.4% | +10.8% | +182.5% | +134.8% |
| All | +1,747.1% | +18.2% | +1,728.9% | +1,064.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 all: compounded portfolio wealth divided by compounded RRC 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…
all analysis · Full analysis span regression · 6 months rolling