+53.7%
RMBS vs NTNX
+82.3%
-28.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +1.8% | -3.1% | +4.9% | +2.8% |
| 30D | -13.9% | +2.0% | -15.9% | -14.6% |
| 3M | -39.8% | +34.0% | -73.8% | -45.7% |
| 6M | -6.0% | +72.4% | -78.4% | -25.0% |
| YTD | -5.4% | +27.5% | -32.9% | -15.1% |
| 1Y | -1.8% | -18.7% | +16.9% | +7.6% |
| 3Y | +53.7% | +80.8% | -27.1% | -10.1% |
| All | +53.7% | +82.3% | -28.6% | -10.1% |
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