+65.4%
NXPI vs ROIV
+270.3%
-204.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.2% | -4.6% | +0.6% |
| 7D | -4.4% | +5.3% | -9.7% | -5.1% |
| 30D | +5.6% | +11.9% | -6.3% | +3.7% |
| 3M | +7.6% | +10.7% | -3.1% | +5.3% |
| 6M | -17.6% | +34.9% | -52.5% | -21.8% |
| YTD | +15.9% | +79.2% | -63.3% | +4.6% |
| 1Y | +22.4% | +89.0% | -66.6% | +9.4% |
| 3Y | +43.2% | +337.3% | -294.1% | +12.5% |
| 5Y | +21.4% | +402.3% | -380.9% | -14.6% |
| All | +65.4% | +270.3% | -204.9% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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