+134.0%
NOK vs NTNX
+148.8%
-14.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.7% |
| 7D | +11.0% | -3.1% | +14.1% | +11.5% |
| 30D | +7.8% | +2.0% | +5.9% | +7.5% |
| 3M | -21.0% | +34.0% | -55.0% | -24.4% |
| 6M | +40.9% | +72.4% | -31.5% | +29.7% |
| YTD | +72.0% | +27.5% | +44.5% | +64.7% |
| 1Y | +140.9% | -18.7% | +159.6% | +144.4% |
| 3Y | +194.3% | +80.8% | +113.5% | +159.8% |
| 5Y | +112.5% | +54.5% | +58.0% | +85.2% |
| All | +134.0% | +148.8% | -14.7% | +79.8% |
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