+126.3%
ROP vs NTNX
+148.8%
-22.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -4.6% | -3.1% | -1.5% | -4.2% |
| 30D | -1.7% | +2.0% | -3.7% | -2.0% |
| 3M | +17.1% | +34.0% | -16.9% | +12.7% |
| 6M | +10.9% | +72.4% | -61.5% | +3.2% |
| YTD | -12.1% | +27.5% | -39.6% | -15.3% |
| 1Y | -24.2% | -18.7% | -5.5% | -23.3% |
| 3Y | -20.4% | +80.8% | -101.1% | -28.0% |
| 5Y | -15.4% | +54.5% | -69.9% | -24.4% |
| All | +126.3% | +148.8% | -22.4% | +79.0% |
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