-54.4%
DOCS vs NTNX
+71.2%
-125.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -8.1% | +0.1% | -8.2% | -8.1% |
| 30D | -5.6% | +3.8% | -9.5% | -7.0% |
| 3M | +18.3% | +31.9% | -13.6% | +6.6% |
| 6M | -5.1% | +68.5% | -73.6% | -23.0% |
| YTD | -45.4% | +29.5% | -74.9% | -51.3% |
| 1Y | -65.2% | -11.6% | -53.6% | -64.5% |
| 3Y | +6.6% | +85.1% | -78.5% | -27.8% |
| 5Y | -76.1% | +54.8% | -130.9% | -80.0% |
| All | -54.4% | +71.2% | -125.5% | -67.7% |
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