+28.5%
OUST vs NTNX
+0.3%
+28.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.2% | -1.6% | +6.8% | +5.6% |
| 30D | -19.3% | +11.6% | -30.9% | -21.5% |
| 3M | -22.6% | +23.8% | -46.5% | -27.0% |
| 6M | +62.8% | +68.8% | -6.0% | +39.5% |
| YTD | +68.3% | +31.7% | +36.7% | +52.6% |
| 1Y | +28.5% | -0.9% | +29.4% | +26.3% |
| All | +28.5% | +0.3% | +28.3% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling