+781.3%
DECK vs NTNX
+120.9%
+660.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -0.8% | -5.6% | +4.8% | +0.2% |
| 30D | +4.9% | -18.9% | +23.8% | +9.0% |
| 3M | -5.8% | -6.5% | +0.7% | -5.0% |
| 6M | -8.6% | +33.2% | -41.7% | -14.3% |
| YTD | -14.7% | +16.3% | -31.1% | -18.8% |
| 1Y | +6.9% | -12.3% | +19.1% | +7.3% |
| 3Y | -16.2% | +54.4% | -70.6% | -27.3% |
| 5Y | +25.3% | +72.7% | -47.4% | +1.6% |
| 10Y | +781.3% | +112.7% | +668.6% | +511.9% |
| All | +781.3% | +120.9% | +660.4% | +511.9% |
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