+53.1%
ROK vs NTNX
+82.3%
-29.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -1.2% | -3.1% | +1.9% | -0.8% |
| 30D | -4.8% | +2.0% | -6.8% | -5.1% |
| 3M | -6.1% | +34.0% | -40.0% | -10.0% |
| 6M | +15.5% | +72.4% | -56.9% | +5.4% |
| YTD | +11.2% | +27.5% | -16.4% | +6.7% |
| 1Y | +23.8% | -18.7% | +42.6% | +29.3% |
| 3Y | +53.1% | +80.8% | -27.6% | +26.8% |
| All | +53.1% | +82.3% | -29.2% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling