+301.1%
RL vs NTNX
+152.6%
+148.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -17.5% | +3.8% | -21.4% | -18.1% |
| 3M | -14.0% | +31.9% | -45.9% | -17.9% |
| 6M | -2.0% | +68.5% | -70.5% | -10.9% |
| YTD | -4.6% | +29.5% | -34.1% | -9.7% |
| 1Y | +9.5% | -11.6% | +21.1% | +9.9% |
| 3Y | +200.5% | +85.1% | +115.4% | +163.1% |
| 5Y | +226.3% | +54.8% | +171.4% | +181.7% |
| All | +301.1% | +152.6% | +148.5% | +210.5% |
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