+25.0%
ORCL vs NTNX
+80.9%
-55.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.5% |
| 7D | -0.7% | -3.9% | +3.2% | +0.8% |
| 30D | +5.1% | +1.7% | +3.4% | +4.5% |
| 3M | -23.7% | +31.7% | -55.5% | -31.2% |
| 6M | +3.1% | +69.4% | -66.3% | -14.9% |
| YTD | -20.8% | +26.6% | -47.3% | -28.5% |
| 1Y | -52.9% | -15.2% | -37.7% | -52.2% |
| All | +25.0% | +80.9% | -55.9% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling