+2,076.7%
NXPI vs ROST
+2,183.2%
-106.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | 0.0% |
| 7D | +9.4% | +0.9% | +8.5% | +8.9% |
| 30D | +18.1% | +5.1% | +13.0% | +15.0% |
| 3M | +15.0% | -4.3% | +19.3% | +17.3% |
| 6M | -8.4% | +9.4% | -17.9% | -13.4% |
| YTD | +24.8% | +32.5% | -7.7% | +6.0% |
| 1Y | +33.3% | +46.9% | -13.6% | +7.2% |
| 3Y | +51.0% | +98.1% | -47.1% | +2.4% |
| 5Y | +34.5% | +116.9% | -82.4% | -16.1% |
| 10Y | +211.8% | +310.9% | -99.1% | +31.3% |
| All | +2,076.7% | +2,183.2% | -106.5% | +166.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling