+374.6%
RY vs NTNX
+152.6%
+222.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -1.9% | +3.8% | -5.7% | -2.3% |
| 3M | +5.1% | +31.9% | -26.8% | +2.4% |
| 6M | +28.2% | +68.5% | -40.3% | +21.7% |
| YTD | +22.9% | +29.5% | -6.6% | +19.2% |
| 1Y | +45.5% | -11.6% | +57.1% | +45.9% |
| 3Y | +156.7% | +85.1% | +71.6% | +134.3% |
| 5Y | +137.7% | +54.8% | +82.9% | +115.5% |
| All | +374.6% | +152.6% | +222.0% | +281.7% |
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