+18.4%
JD vs NTNX
+148.8%
-130.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | -4.2% | -3.1% | -1.1% | -3.7% |
| 30D | -14.4% | +2.0% | -16.4% | -14.8% |
| 3M | -3.6% | +34.0% | -37.5% | -8.7% |
| 6M | -0.3% | +72.4% | -72.7% | -10.6% |
| YTD | -2.4% | +27.5% | -29.9% | -7.9% |
| 1Y | -18.5% | -18.7% | +0.2% | -16.9% |
| 3Y | -7.0% | +80.8% | -87.8% | -22.1% |
| 5Y | -61.7% | +54.5% | -116.2% | -68.4% |
| All | +18.4% | +148.8% | -130.4% | -18.0% |
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 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