+2.0%
RDW vs NTNX
+111.8%
-109.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +0.9% | -3.1% | +4.0% | +1.9% |
| 30D | -21.3% | +2.0% | -23.2% | -21.9% |
| 3M | -37.9% | +34.0% | -71.8% | -43.9% |
| 6M | +12.3% | +72.4% | -60.1% | -7.3% |
| YTD | +39.7% | +27.5% | +12.2% | +26.1% |
| 1Y | +25.7% | -18.7% | +44.4% | +30.7% |
| 3Y | +230.8% | +80.8% | +150.1% | +172.2% |
| 5Y | -8.8% | +54.5% | -63.3% | -26.3% |
| All | +2.0% | +111.8% | -109.7% | -19.1% |
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