+217.6%
NXPI vs ROL
+218.2%
-0.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +1.7% | +0.8% | +0.9% | +1.4% |
| 30D | +19.7% | +20.6% | -0.9% | +11.9% |
| 3M | +14.5% | +4.5% | +10.0% | +12.2% |
| 6M | -11.2% | -26.5% | +15.3% | -1.8% |
| YTD | +25.8% | -34.8% | +60.6% | +45.1% |
| 1Y | +35.2% | -33.2% | +68.4% | +54.2% |
| 3Y | +52.3% | +4.5% | +47.8% | +42.5% |
| 5Y | +34.8% | +15.5% | +19.3% | +17.5% |
| All | +217.6% | +218.2% | -0.5% | +104.8% |
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