+243.9%
OKE vs NTNX
+148.8%
+95.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.8% |
| 7D | +1.2% | -3.1% | +4.4% | +1.8% |
| 30D | +4.5% | +2.0% | +2.5% | +4.0% |
| 3M | +9.6% | +34.0% | -24.3% | +3.6% |
| 6M | +15.4% | +72.4% | -57.0% | +3.4% |
| YTD | +36.5% | +27.5% | +8.9% | +28.7% |
| 1Y | +39.0% | -18.7% | +57.7% | +41.7% |
| 3Y | +74.3% | +80.8% | -6.5% | +47.7% |
| 5Y | +141.2% | +54.5% | +86.7% | +102.3% |
| All | +243.9% | +148.8% | +95.2% | +135.5% |
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