+54.2%
RGTI vs NTNX
+145.1%
-90.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.5% |
| 7D | +0.5% | -3.1% | +3.6% | +1.5% |
| 30D | -17.1% | +2.0% | -19.1% | -17.6% |
| 3M | -26.0% | +34.0% | -59.9% | -32.5% |
| 6M | -9.9% | +72.4% | -82.2% | -24.6% |
| YTD | -31.1% | +27.5% | -58.6% | -37.0% |
| 1Y | -8.5% | -18.7% | +10.2% | -4.9% |
| 3Y | +652.2% | +80.8% | +571.5% | +497.6% |
| 5Y | +56.8% | +54.5% | +2.3% | +12.7% |
| All | +54.2% | +145.1% | -90.8% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling