+518.0%
ON vs NTNX
+148.8%
+369.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +8.3% |
| 7D | +2.4% | -3.1% | +5.5% | +3.4% |
| 30D | -8.6% | +2.0% | -10.6% | -9.3% |
| 3M | -34.3% | +34.0% | -68.3% | -40.7% |
| 6M | +28.5% | +72.4% | -43.9% | +5.2% |
| YTD | +40.6% | +27.5% | +13.1% | +25.9% |
| 1Y | +55.3% | -18.7% | +74.1% | +59.4% |
| 3Y | -22.2% | +80.8% | -102.9% | -41.9% |
| 5Y | +62.4% | +54.5% | +7.9% | +20.4% |
| All | +518.0% | +148.8% | +369.3% | +257.0% |
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