+20.6%
NXPI vs RRX
+17.8%
+2.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.7% | +0.8% | +2.5% |
| 7D | +3.9% | -0.3% | +4.2% | +4.0% |
| 30D | +1.4% | -6.1% | +7.5% | +4.7% |
| 3M | -21.5% | -23.1% | +1.5% | -11.2% |
| 6M | +19.4% | -19.5% | +38.9% | +29.7% |
| YTD | +9.9% | +16.1% | -6.1% | -4.2% |
| 1Y | +7.9% | +12.9% | -5.0% | -5.5% |
| 3Y | +22.7% | +7.9% | +14.7% | +5.3% |
| All | +20.6% | +17.8% | +2.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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