+88.8%
RIO vs NTNX
+82.3%
+6.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -3.2% | -3.1% | -0.1% | -3.1% |
| 30D | +0.9% | +2.0% | -1.0% | +0.9% |
| 3M | -1.4% | +34.0% | -35.4% | -2.4% |
| 6M | +10.9% | +72.4% | -61.4% | +8.6% |
| YTD | +31.2% | +27.5% | +3.7% | +30.4% |
| 1Y | +67.9% | -18.7% | +86.6% | +71.7% |
| 3Y | +88.8% | +80.8% | +8.0% | +62.0% |
| All | +88.8% | +82.3% | +6.5% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling