+195.8%
NXPI vs ROP
+134.1%
+61.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | 0.0% |
| 7D | +0.7% | -5.4% | +6.1% | +3.9% |
| 30D | -6.6% | -1.6% | -5.0% | -6.0% |
| 3M | -25.4% | +18.8% | -44.3% | -34.7% |
| 6M | +11.9% | +8.2% | +3.7% | +3.1% |
| YTD | +4.0% | -10.5% | +14.5% | +8.2% |
| 1Y | +1.0% | -23.7% | +24.8% | +17.6% |
| 3Y | +16.3% | -17.9% | +34.2% | +28.4% |
| 5Y | +17.7% | -15.3% | +33.0% | +26.3% |
| 10Y | +195.8% | +133.4% | +62.4% | +117.1% |
| All | +195.8% | +134.1% | +61.7% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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