+114.1%
NTNX vs DOC
+21.2%
+92.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +3.4% | -0.9% | +4.3% | +3.8% |
| 30D | -13.6% | +7.7% | -21.3% | -16.1% |
| 3M | -11.1% | -2.0% | -9.1% | -10.8% |
| 6M | +35.7% | +5.9% | +29.8% | +32.0% |
| YTD | +16.8% | +31.8% | -15.0% | +3.1% |
| 1Y | -9.1% | +22.5% | -31.7% | -17.7% |
| 3Y | +55.8% | +54.7% | +1.1% | +23.4% |
| 5Y | +73.4% | -21.3% | +94.7% | +84.8% |
| All | +114.1% | +21.2% | +92.9% | +104.7% |
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