-54.9%
OUST vs NTNX
+49.8%
-104.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.8% |
| 7D | -1.7% | -3.9% | +2.2% | 0.0% |
| 30D | -21.9% | +1.7% | -23.6% | -22.7% |
| 3M | -8.2% | +31.7% | -40.0% | -19.4% |
| 6M | +57.5% | +69.4% | -11.9% | +21.1% |
| YTD | +62.8% | +26.6% | +36.2% | +42.2% |
| 1Y | +24.5% | -15.2% | +39.7% | +29.6% |
| 3Y | +599.0% | +80.9% | +518.1% | +356.7% |
| 5Y | -54.9% | +53.3% | -108.2% | -68.3% |
| All | -54.9% | +49.8% | -104.7% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling