+1,747.1%
NXPI vs ROP
+614.8%
+1,132.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.8% | +3.9% |
| 7D | +1.9% | -4.4% | +6.3% | +5.2% |
| 30D | -1.4% | +3.2% | -4.7% | -4.1% |
| 3M | -29.1% | +23.1% | -52.1% | -41.2% |
| 6M | +6.2% | +13.3% | -7.1% | -7.6% |
| YTD | +5.9% | -7.9% | +13.7% | +7.2% |
| 1Y | +2.9% | -22.1% | +24.9% | +19.1% |
| 3Y | +14.5% | -16.8% | +31.3% | +25.0% |
| 5Y | +17.1% | -13.5% | +30.6% | +22.8% |
| 10Y | +193.4% | +137.7% | +55.7% | +15.1% |
| All | +1,747.1% | +614.8% | +1,132.3% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling