+34.7%
NXPI vs ROK
+30.4%
+4.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +6.8% | +7.1% | -0.3% | +2.2% |
| 30D | +20.0% | -5.0% | +25.0% | +23.6% |
| 3M | +14.8% | -9.4% | +24.2% | +22.0% |
| 6M | -10.5% | -11.0% | +0.5% | -4.3% |
| YTD | +23.7% | +4.4% | +19.3% | +17.7% |
| 1Y | +34.1% | +7.4% | +26.7% | +25.2% |
| 3Y | +51.2% | +61.0% | -9.7% | +2.4% |
| All | +34.7% | +30.4% | +4.4% | +11.6% |
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