+50.0%
NXPI vs ROP
-5.7%
+55.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.5% |
| 7D | -0.3% | -1.6% | +1.3% | 0.0% |
| 30D | +12.7% | +29.5% | -16.8% | +5.7% |
| 3M | +7.5% | +17.5% | -10.1% | +3.1% |
| 6M | -12.3% | +38.1% | -50.4% | -21.4% |
| YTD | +19.7% | +7.0% | +12.7% | +26.9% |
| 1Y | +27.6% | +6.5% | +21.0% | +35.6% |
| 3Y | +50.0% | -5.5% | +55.4% | +76.3% |
| All | +50.0% | -5.7% | +55.7% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling