+764.6%
DECK vs NTNX
+156.8%
+607.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.2% | -1.6% | -0.6% | -1.9% |
| 30D | -13.6% | +11.6% | -25.2% | -15.4% |
| 3M | -21.2% | +23.8% | -45.1% | -24.4% |
| 6M | -21.1% | +68.8% | -89.9% | -29.1% |
| YTD | -17.2% | +31.7% | -48.9% | -22.5% |
| 1Y | -30.7% | -0.9% | -29.9% | -32.0% |
| 3Y | -3.4% | +95.0% | -98.4% | -18.8% |
| 5Y | +25.5% | +57.4% | -31.9% | +5.0% |
| All | +764.6% | +156.8% | +607.8% | +493.7% |
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 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