+208.4%
DOCN vs NTNX
+138.2%
+70.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.1% |
| 7D | +19.8% | -3.9% | +23.7% | +22.2% |
| 30D | +8.4% | +1.7% | +6.7% | +7.3% |
| 3M | -23.6% | +31.7% | -55.3% | -34.4% |
| 6M | +111.3% | +69.4% | +42.0% | +57.2% |
| YTD | +172.3% | +26.6% | +145.8% | +134.2% |
| 1Y | +283.3% | -15.2% | +298.5% | +301.8% |
| 3Y | +388.1% | +80.9% | +307.2% | +214.3% |
| 5Y | +87.1% | +53.3% | +33.8% | +37.7% |
| All | +208.4% | +138.2% | +70.1% | +103.6% |
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