-1.8%
DECK vs NTNX
+96.0%
-97.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.2% | -1.6% | -0.6% | -2.0% |
| 30D | -13.6% | +11.6% | -25.2% | -15.2% |
| 3M | -21.2% | +23.8% | -45.1% | -24.0% |
| 6M | -21.1% | +68.8% | -89.9% | -28.1% |
| YTD | -17.2% | +31.7% | -48.9% | -21.2% |
| 1Y | -30.7% | -0.9% | -29.9% | -30.4% |
| All | -1.8% | +96.0% | -97.8% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling