+77.2%
USO vs NTNX
+148.8%
-71.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | +9.1% | -3.1% | +12.3% | +9.4% |
| 30D | +21.7% | +2.0% | +19.7% | +21.4% |
| 3M | +20.2% | +34.0% | -13.7% | +17.0% |
| 6M | +43.4% | +72.4% | -29.0% | +36.0% |
| YTD | +124.0% | +27.5% | +96.4% | +117.7% |
| 1Y | +112.2% | -18.7% | +130.9% | +114.2% |
| 3Y | +97.7% | +80.8% | +16.9% | +83.0% |
| 5Y | +217.4% | +54.5% | +162.9% | +194.0% |
| All | +77.2% | +148.8% | -71.6% | +47.4% |
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