-37.3%
DOCS vs NTNX
+53.8%
-91.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.0% | +1.9% |
| 7D | -4.2% | -5.6% | +1.4% | -2.0% |
| 30D | +8.6% | -18.9% | +27.5% | +17.7% |
| 3M | +27.2% | -6.5% | +33.7% | +30.4% |
| 6M | +26.5% | +33.2% | -6.7% | +12.8% |
| YTD | -25.0% | +16.3% | -41.3% | -30.5% |
| 1Y | -37.0% | -12.3% | -24.7% | -35.5% |
| 3Y | +39.4% | +54.4% | -15.0% | +1.8% |
| 5Y | -56.7% | +72.7% | -129.3% | -67.4% |
| All | -37.3% | +53.8% | -91.1% | -53.8% |
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 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