+288.3%
RTX vs NTNX
+148.8%
+139.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -1.5% | -3.1% | +1.6% | -1.2% |
| 30D | -11.0% | +2.0% | -12.9% | -11.2% |
| 3M | +7.7% | +34.0% | -26.3% | +3.9% |
| 6M | -3.9% | +72.4% | -76.3% | -10.4% |
| YTD | +9.0% | +27.5% | -18.6% | +4.9% |
| 1Y | +27.3% | -18.7% | +46.0% | +29.1% |
| 3Y | +172.9% | +80.8% | +92.2% | +144.5% |
| 5Y | +165.2% | +54.5% | +110.7% | +135.3% |
| All | +288.3% | +148.8% | +139.5% | +206.5% |
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 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