+63.5%
DVN vs NTNX
+148.8%
-85.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | +4.5% | -3.1% | +7.7% | +5.2% |
| 30D | +12.0% | +2.0% | +10.0% | +11.3% |
| 3M | +13.4% | +34.0% | -20.6% | +6.4% |
| 6M | +12.1% | +72.4% | -60.3% | -1.0% |
| YTD | +38.8% | +27.5% | +11.3% | +29.8% |
| 1Y | +46.0% | -18.7% | +64.8% | +49.3% |
| 3Y | +9.5% | +80.8% | -71.3% | -9.4% |
| 5Y | +125.3% | +54.5% | +70.8% | +84.5% |
| All | +63.5% | +148.8% | -85.2% | +7.9% |
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