+203.3%
ROL vs NTNX
+148.8%
+54.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -3.2% | -3.1% | 0.0% | -2.9% |
| 30D | -4.9% | +2.0% | -6.9% | -5.1% |
| 3M | -25.8% | +34.0% | -59.8% | -27.8% |
| 6M | -37.6% | +72.4% | -109.9% | -40.9% |
| YTD | -41.5% | +27.5% | -69.0% | -43.2% |
| 1Y | -39.5% | -18.7% | -20.7% | -38.8% |
| 3Y | +0.1% | +80.8% | -80.6% | -8.3% |
| 5Y | -4.6% | +54.5% | -59.1% | -13.5% |
| All | +203.3% | +148.8% | +54.6% | +149.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling