-50.3%
DOCS vs NTNX
+74.0%
-124.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.8% |
| 7D | -1.4% | -1.6% | +0.2% | -0.8% |
| 30D | +21.8% | +11.6% | +10.2% | +17.0% |
| 3M | +27.3% | +23.8% | +3.5% | +17.4% |
| 6M | -0.3% | +68.8% | -69.1% | -19.2% |
| YTD | -40.5% | +31.7% | -72.2% | -47.4% |
| 1Y | -61.5% | -0.9% | -60.7% | -62.6% |
| 3Y | +8.2% | +95.0% | -86.8% | -28.5% |
| 5Y | -73.4% | +57.4% | -130.8% | -77.9% |
| All | -50.3% | +74.0% | -124.3% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling