+34.1%
NXPI vs ROL
-31.8%
+65.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | +6.8% | +3.0% | +3.8% | +6.6% |
| 30D | +20.0% | +19.8% | +0.3% | +19.1% |
| 3M | +14.8% | +7.9% | +6.9% | +14.3% |
| 6M | -10.5% | -25.6% | +15.2% | -7.3% |
| YTD | +23.7% | -34.1% | +57.9% | +32.7% |
| 1Y | +34.1% | -31.4% | +65.5% | +44.9% |
| All | +34.1% | -31.8% | +65.9% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling