+295.5%
ROST vs NTNX
+148.8%
+146.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.6% | +2.2% |
| 7D | +0.2% | -3.1% | +3.4% | +0.7% |
| 30D | -6.9% | +2.0% | -8.8% | -7.2% |
| 3M | -3.3% | +34.0% | -37.3% | -7.7% |
| 6M | +9.0% | +72.4% | -63.3% | -0.5% |
| YTD | +28.9% | +27.5% | +1.3% | +22.7% |
| 1Y | +54.0% | -18.7% | +72.7% | +56.7% |
| 3Y | +100.7% | +80.8% | +20.0% | +73.6% |
| 5Y | +116.0% | +54.5% | +61.5% | +83.7% |
| All | +295.5% | +148.8% | +146.8% | +190.0% |
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 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