+53.1%
OVV vs NTNX
+152.6%
-99.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +1.3% | +3.8% | -2.6% | +0.2% |
| 3M | +14.3% | +31.9% | -17.6% | +6.6% |
| 6M | +21.1% | +68.5% | -47.4% | +5.6% |
| YTD | +66.0% | +29.5% | +36.5% | +53.1% |
| 1Y | +59.3% | -11.6% | +70.9% | +59.8% |
| 3Y | +47.6% | +85.1% | -37.6% | +18.2% |
| 5Y | +162.0% | +54.8% | +107.2% | +107.7% |
| All | +53.1% | +152.6% | -99.5% | +2.6% |
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 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