+16.4%
NXPI vs ROK
+46.1%
-29.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.0% |
| 7D | +0.7% | +2.8% | -2.1% | -1.1% |
| 30D | -6.6% | -2.4% | -4.2% | -5.2% |
| 3M | -25.4% | -4.7% | -20.7% | -23.6% |
| 6M | +11.9% | +16.8% | -4.8% | +0.1% |
| YTD | +4.0% | +11.4% | -7.3% | -4.7% |
| 1Y | +1.0% | +26.2% | -25.1% | -15.0% |
| 3Y | +16.3% | +51.9% | -35.5% | -17.1% |
| All | +16.4% | +46.1% | -29.7% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling