+30.7%
OMC vs NTNX
+148.8%
-118.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.6% |
| 7D | -4.4% | -3.1% | -1.2% | -4.0% |
| 30D | -7.6% | +2.0% | -9.6% | -7.8% |
| 3M | +4.5% | +34.0% | -29.4% | +1.2% |
| 6M | -0.3% | +72.4% | -72.6% | -6.3% |
| YTD | -0.1% | +27.5% | -27.7% | -3.3% |
| 1Y | +4.6% | -18.7% | +23.4% | +5.7% |
| 3Y | +10.5% | +80.8% | -70.3% | +0.7% |
| 5Y | +31.7% | +54.5% | -22.8% | +18.4% |
| All | +30.7% | +148.8% | -118.1% | +4.8% |
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