+1,714.9%
NXPI vs RRX
+223.6%
+1,491.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.1% |
| 7D | +0.7% | +4.3% | -3.6% | -1.9% |
| 30D | -6.6% | -8.0% | +1.4% | -1.8% |
| 3M | -25.4% | -22.0% | -3.4% | -14.8% |
| 6M | +11.9% | -11.9% | +23.8% | +15.9% |
| YTD | +4.0% | +17.1% | -13.1% | -11.5% |
| 1Y | +1.0% | +14.9% | -13.8% | -14.1% |
| 3Y | +16.3% | +6.9% | +9.4% | -3.1% |
| 5Y | +17.7% | +19.6% | -1.8% | -11.9% |
| 10Y | +195.8% | +215.9% | -20.1% | +5.5% |
| All | +1,714.9% | +223.6% | +1,491.3% | +515.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling