-27.1%
RKT vs NTNX
+177.1%
-204.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.2% |
| 7D | -6.3% | -3.1% | -3.1% | -5.6% |
| 30D | -6.2% | +2.0% | -8.2% | -6.5% |
| 3M | -1.9% | +34.0% | -35.8% | -7.4% |
| 6M | -13.0% | +72.4% | -85.4% | -22.6% |
| YTD | -31.9% | +27.5% | -59.5% | -35.9% |
| 1Y | -37.6% | -18.7% | -18.8% | -35.7% |
| 3Y | +36.8% | +80.8% | -43.9% | +10.4% |
| 5Y | -9.7% | +54.5% | -64.2% | -28.5% |
| All | -27.1% | +177.1% | -204.2% | -50.1% |
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