+101.7%
DOCU vs NTNX
+15.2%
+86.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | +1.6% | +4.0% | -2.4% | +0.1% |
| 30D | +10.8% | -16.5% | +27.3% | +18.3% |
| 3M | +38.0% | -5.8% | +43.8% | +40.9% |
| 6M | +77.4% | +37.1% | +40.3% | +57.6% |
| YTD | +17.2% | +17.8% | -0.6% | +9.8% |
| 1Y | +15.6% | -10.1% | +25.7% | +18.2% |
| 3Y | +95.6% | +56.3% | +39.3% | +58.5% |
| 5Y | -69.7% | +74.8% | -144.5% | -77.6% |
| All | +101.7% | +15.2% | +86.5% | +43.2% |
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