-61.4%
OUST vs NTNX
+193.4%
-254.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.3% |
| 7D | +12.7% | +1.2% | +11.5% | +12.2% |
| 30D | -13.6% | +7.7% | -21.3% | -16.5% |
| 3M | -8.3% | +30.2% | -38.5% | -18.7% |
| 6M | +85.0% | +69.4% | +15.5% | +43.3% |
| YTD | +73.2% | +30.6% | +42.7% | +50.0% |
| 1Y | +32.5% | -10.0% | +42.5% | +33.8% |
| 3Y | +643.8% | +86.6% | +557.2% | +394.3% |
| 5Y | -52.1% | +57.1% | -109.2% | -67.9% |
| All | -61.4% | +193.4% | -254.8% | -77.1% |
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