+595.8%
RMBS vs NTNX
+148.8%
+447.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +1.8% | -3.1% | +4.9% | +2.5% |
| 30D | -13.9% | +2.0% | -15.9% | -14.4% |
| 3M | -39.8% | +34.0% | -73.8% | -44.2% |
| 6M | -6.0% | +72.4% | -78.4% | -19.4% |
| YTD | -5.4% | +27.5% | -32.9% | -12.9% |
| 1Y | -1.8% | -18.7% | +16.9% | +0.6% |
| 3Y | +53.7% | +80.8% | -27.1% | +29.0% |
| 5Y | +268.5% | +54.5% | +214.0% | +205.7% |
| All | +595.8% | +148.8% | +447.0% | +382.6% |
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