-46.8%
RIG vs NTNX
+148.8%
-195.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -3.1% | -3.1% | +0.1% | -2.3% |
| 30D | -0.5% | +2.0% | -2.5% | -1.2% |
| 3M | -6.0% | +34.0% | -39.9% | -13.3% |
| 6M | -10.1% | +72.4% | -82.5% | -23.0% |
| YTD | +37.3% | +27.5% | +9.8% | +26.3% |
| 1Y | +73.9% | -18.7% | +92.7% | +78.5% |
| 3Y | -30.2% | +80.8% | -110.9% | -44.8% |
| 5Y | +62.5% | +54.5% | +8.0% | +26.2% |
| All | -46.8% | +148.8% | -195.6% | -67.5% |
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