+117.6%
NTNX vs DOC
+20.3%
+97.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -8.3% | +4.3% | -12.7% | -9.8% |
| 30D | -20.6% | +9.2% | -29.7% | -23.2% |
| 3M | -8.0% | -0.8% | -7.2% | -8.1% |
| 6M | +28.9% | +7.1% | +21.8% | +24.8% |
| YTD | +14.7% | +34.0% | -19.3% | +0.7% |
| 1Y | -18.1% | +23.2% | -41.3% | -25.9% |
| 3Y | +52.3% | +53.6% | -1.3% | +21.3% |
| 5Y | +71.7% | -20.4% | +92.2% | +82.3% |
| 10Y | +117.6% | +23.4% | +94.2% | +99.0% |
| All | +117.6% | +20.3% | +97.3% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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