+17.6%
ONDS vs NTNX
+132.1%
-114.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.6% |
| 7D | -5.1% | -3.1% | -2.0% | -3.9% |
| 30D | -26.0% | +2.0% | -28.0% | -26.7% |
| 3M | -26.4% | +34.0% | -60.4% | -35.2% |
| 6M | -26.4% | +72.4% | -98.8% | -41.7% |
| YTD | -25.9% | +27.5% | -53.5% | -34.3% |
| 1Y | +12.6% | -18.7% | +31.4% | +19.6% |
| 3Y | +706.9% | +80.8% | +626.2% | +449.0% |
| 5Y | -2.4% | +54.5% | -56.9% | -30.4% |
| All | +17.6% | +132.1% | -114.6% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling