-34.5%
RBLX vs NTNX
+139.1%
-173.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | +5.1% | -3.1% | +8.2% | +6.3% |
| 30D | +28.0% | +2.0% | +26.1% | +26.9% |
| 3M | +4.6% | +34.0% | -29.3% | -6.6% |
| 6M | -24.7% | +72.4% | -97.0% | -39.8% |
| YTD | -43.8% | +27.5% | -71.4% | -49.9% |
| 1Y | -65.8% | -18.7% | -47.0% | -64.1% |
| 3Y | +59.4% | +80.8% | -21.4% | +7.7% |
| 5Y | -48.2% | +54.5% | -102.7% | -64.7% |
| All | -34.5% | +139.1% | -173.6% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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