+18.2%
JD vs NTNX
+146.9%
-128.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +0.5% |
| 7D | -2.6% | -3.9% | +1.3% | -1.9% |
| 30D | -15.4% | +1.7% | -17.1% | -15.7% |
| 3M | -5.0% | +31.7% | -36.8% | -9.8% |
| 6M | +0.9% | +69.4% | -68.4% | -9.2% |
| YTD | -2.5% | +26.6% | -29.1% | -7.9% |
| 1Y | -16.0% | -15.2% | -0.8% | -15.0% |
| 3Y | -8.5% | +80.9% | -89.5% | -23.4% |
| 5Y | -61.8% | +53.3% | -115.1% | -68.4% |
| All | +18.2% | +146.9% | -128.7% | -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 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