+205.7%
NXPI vs ROK
+355.5%
-149.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -2.3% | +0.2% | -2.4% | -2.4% |
| 30D | -4.3% | -1.8% | -2.5% | -3.2% |
| 3M | -24.7% | -7.2% | -17.5% | -21.4% |
| 6M | +9.7% | +14.2% | -4.4% | -0.5% |
| YTD | +3.8% | +10.6% | -6.8% | -4.5% |
| 1Y | +1.6% | +25.9% | -24.3% | -14.4% |
| 3Y | +16.0% | +50.8% | -34.7% | -16.5% |
| 5Y | +16.1% | +47.0% | -30.9% | -16.7% |
| All | +205.7% | +355.5% | -149.8% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling