+126.4%
ROP vs NTNX
+146.9%
-20.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -8.0% | -3.9% | -4.1% | -7.5% |
| 30D | -2.7% | +1.7% | -4.4% | -3.0% |
| 3M | +16.6% | +31.7% | -15.1% | +12.5% |
| 6M | +10.4% | +69.4% | -59.0% | +3.0% |
| YTD | -12.1% | +26.6% | -38.6% | -15.2% |
| 1Y | -23.6% | -15.2% | -8.4% | -23.0% |
| 3Y | -19.3% | +80.9% | -100.2% | -27.0% |
| 5Y | -15.4% | +53.3% | -68.7% | -24.3% |
| All | +126.4% | +146.9% | -20.5% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling