+211.4%
NXPI vs ROL
+205.3%
+6.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.2% |
| 7D | -2.3% | -3.3% | +1.0% | -1.1% |
| 30D | -4.3% | -7.2% | +2.9% | -1.9% |
| 3M | -24.7% | -27.0% | +2.3% | -16.3% |
| 6M | +9.7% | -39.5% | +49.2% | +30.5% |
| YTD | +3.8% | -41.8% | +45.6% | +24.8% |
| 1Y | +1.6% | -38.9% | +40.5% | +19.4% |
| 3Y | +16.0% | -0.4% | +16.4% | +10.3% |
| 5Y | +16.1% | -4.2% | +20.3% | +8.8% |
| 10Y | +211.4% | +208.2% | +3.2% | +122.0% |
| All | +211.4% | +205.3% | +6.1% | +122.0% |
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