+78.2%
NTNX vs RNG
+192.7%
-114.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -3.1% | -6.1% | +2.9% | -1.1% |
| 30D | +2.0% | +9.6% | -7.6% | -1.2% |
| 3M | +34.0% | +83.3% | -49.4% | +8.1% |
| 6M | +72.4% | +77.9% | -5.6% | +39.6% |
| YTD | +27.5% | +139.9% | -112.4% | -9.1% |
| 1Y | -18.7% | +121.7% | -140.4% | -40.9% |
| 3Y | +80.8% | +121.9% | -41.1% | +22.9% |
| 5Y | +54.5% | -68.4% | +122.8% | +92.1% |
| All | +78.2% | +192.7% | -114.6% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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