+22.0%
NXPI vs ROL
+13.1%
+8.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.1% |
| 7D | -4.4% | +9.5% | -13.9% | -6.6% |
| 30D | +5.6% | +22.9% | -17.4% | 0.0% |
| 3M | +7.6% | +3.5% | +4.1% | +6.4% |
| 6M | -17.6% | -29.4% | +11.8% | -9.6% |
| YTD | +15.9% | -36.1% | +51.9% | +30.6% |
| 1Y | +22.4% | -34.4% | +56.7% | +36.6% |
| 3Y | +43.2% | +4.0% | +39.2% | +34.4% |
| All | +22.0% | +13.1% | +8.9% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling