+223.9%
NXPI vs ROST
+317.9%
-93.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.1% | +3.3% |
| 7D | +3.9% | +0.2% | +3.6% | +3.8% |
| 30D | +1.4% | -6.9% | +8.2% | +5.0% |
| 3M | -21.5% | -3.3% | -18.2% | -20.6% |
| 6M | +19.4% | +9.0% | +10.4% | +13.2% |
| YTD | +9.9% | +28.9% | -18.9% | -4.8% |
| 1Y | +7.9% | +54.0% | -46.1% | -14.9% |
| 3Y | +22.7% | +100.7% | -78.0% | -16.8% |
| 5Y | +22.1% | +116.0% | -94.0% | -23.0% |
| All | +223.9% | +317.9% | -93.9% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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