+10.7%
OXY vs NTNX
+148.8%
-138.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +2.8% | -3.1% | +6.0% | +3.4% |
| 30D | +5.5% | +2.0% | +3.5% | +5.0% |
| 3M | +11.3% | +34.0% | -22.6% | +5.8% |
| 6M | +11.6% | +72.4% | -60.8% | +1.2% |
| YTD | +51.6% | +27.5% | +24.0% | +43.8% |
| 1Y | +36.2% | -18.7% | +54.9% | +38.7% |
| 3Y | +1.7% | +80.8% | -79.0% | -12.9% |
| 5Y | +164.5% | +54.5% | +110.0% | +124.3% |
| All | +10.7% | +148.8% | -138.1% | -18.9% |
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 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