+34.7%
NXPI vs ROST
+109.2%
-74.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.3% |
| 7D | +6.8% | +0.3% | +6.5% | +6.7% |
| 30D | +20.0% | +0.5% | +19.6% | +19.8% |
| 3M | +14.8% | -5.2% | +20.1% | +17.6% |
| 6M | -10.5% | +9.8% | -20.3% | -15.2% |
| YTD | +23.7% | +29.4% | -5.7% | +7.2% |
| 1Y | +34.1% | +44.4% | -10.3% | +9.7% |
| 3Y | +51.2% | +95.0% | -43.8% | +5.2% |
| All | +34.7% | +109.2% | -74.5% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling