+17.9%
ONDS vs NTNX
+130.4%
-112.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | +0.4% |
| 7D | -5.0% | -3.9% | -1.1% | -3.4% |
| 30D | -25.6% | +1.7% | -27.3% | -26.2% |
| 3M | -22.1% | +31.7% | -53.9% | -30.9% |
| 6M | -27.6% | +69.4% | -96.9% | -42.2% |
| YTD | -25.7% | +26.6% | -52.3% | -33.9% |
| 1Y | +30.4% | -15.2% | +45.6% | +36.4% |
| 3Y | +695.0% | +80.9% | +614.0% | +440.3% |
| 5Y | -2.2% | +53.3% | -55.5% | -30.0% |
| All | +17.9% | +130.4% | -112.5% | -29.3% |
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