+721.1%
ODFL vs NTNX
+148.8%
+572.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -3.3% | -3.1% | -0.1% | -2.8% |
| 30D | -15.3% | +2.0% | -17.2% | -15.6% |
| 3M | -27.3% | +34.0% | -61.3% | -30.6% |
| 6M | -4.5% | +72.4% | -76.9% | -13.0% |
| YTD | +15.1% | +27.5% | -12.4% | +9.6% |
| 1Y | +21.1% | -18.7% | +39.8% | +23.3% |
| 3Y | -14.1% | +80.8% | -94.9% | -25.1% |
| 5Y | +26.6% | +54.5% | -27.9% | +8.7% |
| All | +721.1% | +148.8% | +572.4% | +522.9% |
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