+1.0%
NXPI vs ROP
-23.1%
+24.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -2.3% |
| 7D | +0.7% | -5.4% | +6.1% | -0.4% |
| 30D | -6.6% | -1.6% | -5.0% | -6.9% |
| 3M | -25.4% | +18.8% | -44.3% | -23.5% |
| 6M | +11.9% | +8.2% | +3.7% | +16.2% |
| YTD | +4.0% | -10.5% | +14.5% | +16.2% |
| 1Y | +1.0% | -23.7% | +24.8% | +20.4% |
| All | +1.0% | -23.1% | +24.2% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling