+2,030.0%
NXPI vs ROL
+1,038.8%
+991.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -0.5% | +3.4% | -3.9% | -2.3% |
| 30D | +15.0% | +20.8% | -5.8% | +3.6% |
| 3M | +12.6% | +3.7% | +8.8% | +9.3% |
| 6M | -10.6% | -27.7% | +17.1% | +4.5% |
| YTD | +22.1% | -34.9% | +57.0% | +50.4% |
| 1Y | +29.8% | -33.3% | +63.1% | +57.3% |
| 3Y | +47.8% | +4.3% | +43.4% | +33.0% |
| 5Y | +33.9% | +15.0% | +18.9% | +8.3% |
| 10Y | +208.7% | +214.7% | -6.0% | -1.4% |
| All | +2,030.0% | +1,038.8% | +991.2% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling