+285.8%
RCL vs NTNX
+146.9%
+139.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.3% |
| 7D | -2.5% | -3.9% | +1.4% | -1.4% |
| 30D | -15.7% | +1.7% | -17.4% | -16.2% |
| 3M | -3.6% | +31.7% | -35.4% | -11.1% |
| 6M | -8.7% | +69.4% | -78.0% | -22.5% |
| YTD | -6.2% | +26.6% | -32.7% | -14.0% |
| 1Y | -22.9% | -15.2% | -7.7% | -21.3% |
| 3Y | +173.6% | +80.9% | +92.7% | +117.2% |
| 5Y | +226.6% | +53.3% | +173.2% | +155.4% |
| All | +285.8% | +146.9% | +139.0% | +144.1% |
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