+229.8%
RL vs NTNX
+54.0%
+175.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.6% |
| 7D | -3.4% | -3.1% | -0.3% | -2.8% |
| 30D | -14.4% | +2.0% | -16.4% | -14.9% |
| 3M | -13.6% | +34.0% | -47.5% | -18.9% |
| 6M | +0.6% | +72.4% | -71.8% | -11.7% |
| YTD | -3.6% | +27.5% | -31.1% | -9.8% |
| 1Y | +8.3% | -18.7% | +27.1% | +12.1% |
| 3Y | +204.8% | +80.8% | +124.0% | +153.7% |
| All | +229.8% | +54.0% | +175.8% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling