-20.4%
ROP vs NTNX
+82.3%
-102.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -4.6% | -3.1% | -1.5% | -4.1% |
| 30D | -1.7% | +2.0% | -3.7% | -2.1% |
| 3M | +17.1% | +34.0% | -16.9% | +11.1% |
| 6M | +10.9% | +72.4% | -61.5% | +0.6% |
| YTD | -12.1% | +27.5% | -39.6% | -16.9% |
| 1Y | -24.2% | -18.7% | -5.5% | -24.2% |
| 3Y | -20.4% | +80.8% | -101.1% | -32.6% |
| All | -20.4% | +82.3% | -102.7% | -32.6% |
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