+773.7%
DECK vs NTNX
+120.3%
+653.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +5.8% | -13.2% | +18.9% | +8.4% |
| 30D | +7.9% | -20.5% | +28.4% | +12.2% |
| 3M | -11.4% | -2.9% | -8.5% | -11.3% |
| 6M | -16.6% | +35.3% | -51.9% | -21.7% |
| YTD | -16.4% | +12.9% | -29.3% | -19.6% |
| 1Y | +8.6% | -15.2% | +23.8% | +9.6% |
| 3Y | -15.1% | +54.6% | -69.7% | -25.6% |
| 5Y | +22.9% | +63.7% | -40.9% | +2.1% |
| 10Y | +895.7% | +141.9% | +753.8% | +639.0% |
| All | +773.7% | +120.3% | +653.4% | +515.4% |
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 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