+92.1%
DOCN vs NTNX
+55.9%
+36.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.1% |
| 7D | +26.5% | +0.1% | +26.4% | +26.4% |
| 30D | +2.3% | +3.8% | -1.6% | +0.2% |
| 3M | -21.2% | +31.9% | -53.1% | -32.4% |
| 6M | +130.6% | +68.5% | +62.1% | +71.6% |
| YTD | +175.7% | +29.5% | +146.2% | +134.2% |
| 1Y | +286.6% | -11.6% | +298.2% | +296.7% |
| 3Y | +394.1% | +85.1% | +309.0% | +212.4% |
| 5Y | +92.1% | +54.8% | +37.2% | +76.8% |
| All | +92.1% | +55.9% | +36.1% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling