+1,747.1%
NXPI vs ROL
+957.5%
+789.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.0% |
| 7D | +1.9% | -1.4% | +3.3% | +2.7% |
| 30D | -1.4% | -4.1% | +2.7% | +0.7% |
| 3M | -29.1% | -22.5% | -6.5% | -19.5% |
| 6M | +6.2% | -37.7% | +43.9% | +35.7% |
| YTD | +5.9% | -39.6% | +45.4% | +36.9% |
| 1Y | +2.9% | -36.0% | +38.9% | +27.8% |
| 3Y | +14.5% | -5.1% | +19.6% | +8.9% |
| 5Y | +17.1% | -3.4% | +20.4% | +5.2% |
| 10Y | +193.4% | +215.2% | -21.9% | -8.7% |
| All | +1,747.1% | +957.5% | +789.6% | +77.8% |
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 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