+57.8%
NTNX vs DOC
-2.0%
+59.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -13.2% | +6.5% | -19.6% | -15.2% |
| 30D | -20.5% | +9.2% | -29.7% | -23.2% |
| 3M | -2.9% | -2.5% | -0.4% | -2.4% |
| 6M | +35.3% | +7.1% | +28.3% | +31.1% |
| YTD | +12.9% | +33.0% | -20.1% | -0.6% |
| 1Y | -15.2% | +23.3% | -38.4% | -23.2% |
| 3Y | +54.6% | +44.9% | +9.7% | +26.3% |
| 5Y | +63.7% | -21.6% | +85.3% | +74.8% |
| 10Y | +141.9% | +17.4% | +124.5% | +128.4% |
| All | +57.8% | -2.0% | +59.8% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling