+537.8%
RIO vs NTNX
+148.8%
+389.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -3.2% | -3.1% | -0.1% | -2.9% |
| 30D | +0.9% | +2.0% | -1.0% | +0.7% |
| 3M | -1.4% | +34.0% | -35.4% | -4.5% |
| 6M | +10.9% | +72.4% | -61.4% | +4.1% |
| YTD | +31.2% | +27.5% | +3.7% | +26.9% |
| 1Y | +67.9% | -18.7% | +86.6% | +70.1% |
| 3Y | +88.8% | +80.8% | +8.0% | +70.1% |
| 5Y | +93.1% | +54.5% | +38.6% | +72.8% |
| All | +537.8% | +148.8% | +389.0% | +405.9% |
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