+111.9%
DOCN vs NTNX
+121.7%
-9.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.1% | +2.7% |
| 7D | +27.4% | +4.0% | +23.4% | +24.9% |
| 30D | -29.7% | -16.5% | -13.3% | -21.7% |
| 3M | -32.5% | -5.8% | -26.6% | -29.3% |
| 6M | -42.2% | +37.1% | -79.3% | -51.0% |
| YTD | +87.2% | +17.8% | +69.4% | +69.9% |
| 1Y | +86.2% | -10.1% | +96.3% | +92.4% |
| 3Y | +257.4% | +56.3% | +201.1% | +153.5% |
| 5Y | -27.4% | +74.8% | -102.1% | -48.8% |
| All | +111.9% | +121.7% | -9.7% | +47.7% |
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 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