-39.1%
JOBY vs NTNX
+146.3%
-185.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | -5.2% | -3.1% | -2.0% | -4.1% |
| 30D | -19.7% | +2.0% | -21.7% | -20.3% |
| 3M | -31.7% | +34.0% | -65.7% | -39.0% |
| 6M | -37.5% | +72.4% | -109.9% | -49.8% |
| YTD | -51.6% | +27.5% | -79.1% | -56.7% |
| 1Y | -53.3% | -18.7% | -34.6% | -50.9% |
| 3Y | -12.2% | +80.8% | -93.0% | -37.2% |
| 5Y | -31.3% | +54.5% | -85.8% | -51.0% |
| All | -39.1% | +146.3% | -185.5% | -61.0% |
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