+608.9%
OUST vs NTNX
+80.9%
+527.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.0% |
| 7D | -1.7% | -3.9% | +2.2% | -0.3% |
| 30D | -21.9% | +1.7% | -23.6% | -22.5% |
| 3M | -8.2% | +31.7% | -40.0% | -17.0% |
| 6M | +57.5% | +69.4% | -11.9% | +28.1% |
| YTD | +62.8% | +26.6% | +36.2% | +46.9% |
| 1Y | +24.5% | -15.2% | +39.7% | +30.1% |
| All | +608.9% | +80.9% | +527.9% | +284.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling