-60.7%
NCLH vs NTNX
+148.8%
-209.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.5% |
| 7D | -4.8% | -3.1% | -1.7% | -3.8% |
| 30D | -21.7% | +2.0% | -23.6% | -22.2% |
| 3M | -22.2% | +34.0% | -56.2% | -29.3% |
| 6M | -27.5% | +72.4% | -99.9% | -40.4% |
| YTD | -33.6% | +27.5% | -61.1% | -40.1% |
| 1Y | -45.0% | -18.7% | -26.3% | -42.9% |
| 3Y | -11.0% | +80.8% | -91.8% | -32.5% |
| 5Y | -39.7% | +54.5% | -94.2% | -54.6% |
| All | -60.7% | +148.8% | -209.4% | -76.8% |
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