+377.7%
ORCL vs NTNX
+152.6%
+225.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +10.9% | +0.1% | +10.8% | +10.9% |
| 30D | +7.0% | +3.8% | +3.2% | +6.3% |
| 3M | -21.2% | +31.9% | -53.1% | -25.1% |
| 6M | +7.4% | +68.5% | -61.1% | -2.2% |
| YTD | -16.3% | +29.5% | -45.8% | -20.4% |
| 1Y | -32.3% | -11.6% | -20.7% | -31.9% |
| 3Y | +32.6% | +85.1% | -52.6% | +18.3% |
| 5Y | +93.1% | +54.8% | +38.3% | +70.6% |
| All | +377.7% | +152.6% | +225.1% | +269.2% |
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