+371.8%
DOCN vs NTNX
+87.5%
+284.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.8% | +13.5% | +13.0% |
| 7D | +16.3% | +1.2% | +15.1% | +15.7% |
| 30D | +2.0% | +7.7% | -5.6% | -1.3% |
| 3M | -25.2% | +30.2% | -55.3% | -34.1% |
| 6M | +132.7% | +69.4% | +63.2% | +78.9% |
| YTD | +163.3% | +30.6% | +132.7% | +127.4% |
| 1Y | +280.3% | -10.0% | +290.3% | +288.6% |
| 3Y | +371.8% | +86.6% | +285.2% | +190.5% |
| All | +371.8% | +87.5% | +284.4% | +190.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling