+210.0%
NXPI vs ROK
+350.4%
-140.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +2.1% |
| 7D | +0.7% | -1.6% | +2.3% | +1.7% |
| 30D | -4.2% | -5.4% | +1.3% | -0.6% |
| 3M | -20.4% | -4.0% | -16.5% | -18.8% |
| 6M | +12.5% | +13.3% | -0.8% | +2.4% |
| YTD | +5.2% | +9.3% | -4.1% | -2.5% |
| 1Y | +5.1% | +25.8% | -20.7% | -11.4% |
| 3Y | +17.7% | +49.1% | -31.4% | -14.7% |
| 5Y | +16.8% | +45.9% | -29.0% | -15.8% |
| All | +210.0% | +350.4% | -140.4% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ROK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling