+24.7%
DECK vs NTNX
+73.4%
-48.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.9% |
| 7D | +0.1% | +3.4% | -3.3% | -0.6% |
| 30D | +4.8% | -13.6% | +18.4% | +7.7% |
| 3M | -6.9% | -11.1% | +4.2% | -5.1% |
| 6M | -7.6% | +35.7% | -43.3% | -14.1% |
| YTD | -16.3% | +16.8% | -33.1% | -20.3% |
| 1Y | +4.5% | -9.1% | +13.6% | +4.9% |
| 3Y | -17.1% | +55.8% | -72.9% | -30.1% |
| All | +24.7% | +73.4% | -48.7% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling