-16.9%
OWL vs NTNX
+54.0%
-70.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.0% |
| 7D | -10.1% | -3.1% | -7.0% | -9.2% |
| 30D | -11.9% | +2.0% | -13.9% | -12.4% |
| 3M | +10.7% | +34.0% | -23.2% | +1.5% |
| 6M | +22.1% | +72.4% | -50.3% | +2.7% |
| YTD | -24.8% | +27.5% | -52.3% | -31.0% |
| 1Y | -39.2% | -18.7% | -20.5% | -36.6% |
| 3Y | +1.7% | +80.8% | -79.0% | -18.9% |
| All | -16.9% | +54.0% | -70.9% | -34.5% |
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