+203.8%
RSP vs NTNX
+148.8%
+55.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -1.9% | -3.1% | +1.3% | -1.5% |
| 30D | -2.8% | +2.0% | -4.8% | -3.1% |
| 3M | +2.8% | +34.0% | -31.1% | -1.2% |
| 6M | +10.2% | +72.4% | -62.2% | +1.9% |
| YTD | +13.1% | +27.5% | -14.4% | +8.5% |
| 1Y | +14.8% | -18.7% | +33.5% | +16.5% |
| 3Y | +52.6% | +80.8% | -28.1% | +35.6% |
| 5Y | +51.6% | +54.5% | -2.9% | +33.0% |
| All | +203.8% | +148.8% | +55.0% | +134.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling