+200.5%
NXPI vs ROL
+222.1%
-21.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +2.6% |
| 7D | -0.3% | +7.5% | -7.8% | -2.8% |
| 30D | +12.7% | +21.1% | -8.4% | +5.2% |
| 3M | +7.5% | +3.1% | +4.3% | +5.8% |
| 6M | -12.3% | -27.4% | +15.1% | -2.6% |
| YTD | +19.7% | -34.7% | +54.4% | +37.9% |
| 1Y | +27.6% | -32.9% | +60.5% | +45.3% |
| 3Y | +50.0% | +6.1% | +43.8% | +39.4% |
| 5Y | +27.2% | +16.3% | +10.8% | +10.4% |
| 10Y | +200.5% | +214.9% | -14.3% | +94.7% |
| All | +200.5% | +222.1% | -21.6% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling