+1,747.1%
NXPI vs RVTY
+567.2%
+1,179.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +1.9% | +1.1% | +0.8% | +1.2% |
| 30D | -1.4% | +13.2% | -14.6% | -9.2% |
| 3M | -29.1% | +27.2% | -56.3% | -40.1% |
| 6M | +6.2% | +32.4% | -26.2% | -14.5% |
| YTD | +5.9% | +34.9% | -29.0% | -16.7% |
| 1Y | +2.9% | +52.4% | -49.5% | -26.2% |
| 3Y | +14.5% | +12.3% | +2.2% | -3.5% |
| 5Y | +17.1% | -30.8% | +47.9% | +34.7% |
| 10Y | +193.4% | +150.7% | +42.7% | +16.2% |
| All | +1,747.1% | +567.2% | +1,179.9% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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