+372.5%
RY vs NTNX
+148.8%
+223.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -2.2% | -3.1% | +0.9% | -2.0% |
| 30D | -3.6% | +2.0% | -5.5% | -3.8% |
| 3M | +3.9% | +34.0% | -30.0% | +1.1% |
| 6M | +26.4% | +72.4% | -46.0% | +19.7% |
| YTD | +22.3% | +27.5% | -5.2% | +18.9% |
| 1Y | +43.7% | -18.7% | +62.4% | +45.3% |
| 3Y | +154.0% | +80.8% | +73.2% | +132.4% |
| 5Y | +137.6% | +54.5% | +83.1% | +115.4% |
| All | +372.5% | +148.8% | +223.8% | +280.5% |
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