-38.1%
ROL vs NTNX
+65.3%
-103.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +0.1% |
| 7D | -3.2% | -3.9% | +0.7% | -3.1% |
| 30D | -6.6% | +1.7% | -8.3% | -6.7% |
| 3M | -27.3% | +31.7% | -59.0% | -27.8% |
| 6M | -38.1% | +69.4% | -107.4% | -39.3% |
| All | -38.1% | +65.3% | -103.4% | -39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling