+51.5%
OVV vs NTNX
+148.8%
-97.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.7% |
| 7D | -1.7% | -3.1% | +1.5% | -0.9% |
| 30D | +0.8% | +2.0% | -1.2% | +0.1% |
| 3M | +13.3% | +34.0% | -20.7% | +5.2% |
| 6M | +16.9% | +72.4% | -55.5% | +1.4% |
| YTD | +64.3% | +27.5% | +36.7% | +52.0% |
| 1Y | +54.2% | -18.7% | +72.9% | +58.0% |
| 3Y | +51.3% | +80.8% | -29.4% | +22.0% |
| 5Y | +154.3% | +54.5% | +99.8% | +101.5% |
| All | +51.5% | +148.8% | -97.2% | +1.9% |
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