+732.2%
DECK vs NTNX
+154.7%
+577.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.6% |
| 7D | -2.3% | +1.2% | -3.5% | -2.6% |
| 30D | -15.2% | +7.7% | -22.9% | -16.5% |
| 3M | -24.7% | +30.2% | -54.9% | -28.4% |
| 6M | -20.8% | +69.4% | -90.2% | -28.9% |
| YTD | -20.3% | +30.6% | -50.9% | -25.3% |
| 1Y | -29.5% | -10.0% | -19.5% | -29.4% |
| 3Y | -6.0% | +86.6% | -92.6% | -20.3% |
| 5Y | +23.5% | +57.1% | -33.6% | +3.3% |
| All | +732.2% | +154.7% | +577.6% | +472.4% |
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