+1,988.1%
NXPI vs ROP
+729.8%
+1,258.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +4.0% |
| 7D | -0.3% | -1.6% | +1.3% | +0.7% |
| 30D | +12.7% | +29.5% | -16.8% | -7.5% |
| 3M | +7.5% | +17.5% | -10.1% | -6.1% |
| 6M | -12.3% | +38.1% | -50.4% | -34.7% |
| YTD | +19.7% | +7.0% | +12.7% | +7.3% |
| 1Y | +27.6% | +6.5% | +21.0% | +14.6% |
| 3Y | +50.0% | -5.5% | +55.4% | +47.6% |
| 5Y | +27.2% | -0.4% | +27.6% | +18.9% |
| 10Y | +200.5% | +183.6% | +16.9% | +1.9% |
| All | +1,988.1% | +729.8% | +1,258.3% | +108.2% |
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