+359.6%
ORLY vs NTNX
+148.8%
+210.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -2.4% | -3.1% | +0.8% | -2.1% |
| 30D | -6.8% | +2.0% | -8.7% | -6.9% |
| 3M | -4.8% | +34.0% | -38.7% | -6.9% |
| 6M | -9.1% | +72.4% | -81.5% | -13.1% |
| YTD | -5.9% | +27.5% | -33.4% | -8.1% |
| 1Y | -20.4% | -18.7% | -1.7% | -19.7% |
| 3Y | +36.6% | +80.8% | -44.2% | +26.8% |
| 5Y | +117.3% | +54.5% | +62.8% | +100.2% |
| All | +359.6% | +148.8% | +210.8% | +279.1% |
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