+69.1%
OTIS vs NTNX
+420.3%
-351.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -3.0% | -3.1% | +0.2% | -2.7% |
| 30D | -6.0% | +2.0% | -8.0% | -6.2% |
| 3M | -0.9% | +34.0% | -34.8% | -3.4% |
| 6M | -17.3% | +72.4% | -89.7% | -21.5% |
| YTD | -19.6% | +27.5% | -47.1% | -21.7% |
| 1Y | -21.0% | -18.7% | -2.3% | -20.1% |
| 3Y | -12.1% | +80.8% | -92.8% | -19.5% |
| 5Y | -17.1% | +54.5% | -71.6% | -26.1% |
| All | +69.1% | +420.3% | -351.2% | +65.0% |
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