-63.6%
OUST vs NTNX
+186.6%
-250.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -3.0% | -3.1% | +0.1% | -1.7% |
| 30D | -23.4% | +2.0% | -25.4% | -24.2% |
| 3M | -10.8% | +34.0% | -44.8% | -21.9% |
| 6M | +42.7% | +72.4% | -29.6% | +9.9% |
| YTD | +63.3% | +27.5% | +35.7% | +42.8% |
| 1Y | +15.0% | -18.7% | +33.7% | +21.5% |
| 3Y | +610.9% | +80.8% | +530.1% | +379.2% |
| 5Y | -54.8% | +54.5% | -109.3% | -69.5% |
| All | -63.6% | +186.6% | -250.2% | -78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling