+1,747.1%
NXPI vs RY
+643.2%
+1,103.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.9% |
| 7D | +1.9% | +3.1% | -1.2% | -0.9% |
| 30D | -1.4% | -0.3% | -1.1% | -1.3% |
| 3M | -29.1% | +8.7% | -37.7% | -34.4% |
| 6M | +6.2% | +28.5% | -22.3% | -16.0% |
| YTD | +5.9% | +25.1% | -19.2% | -14.5% |
| 1Y | +2.9% | +46.3% | -43.4% | -28.0% |
| 3Y | +14.5% | +154.9% | -140.4% | -52.0% |
| 5Y | +17.1% | +140.3% | -123.2% | -48.1% |
| 10Y | +193.4% | +377.0% | -183.7% | -29.2% |
| All | +1,747.1% | +643.2% | +1,103.9% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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