+62.1%
DAL vs NTNX
-9.1%
+71.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.5% | +8.7% | +7.2% |
| 7D | +11.1% | -12.3% | +23.4% | +11.8% |
| 30D | +7.7% | -13.2% | +20.9% | +8.4% |
| 3M | -3.5% | +3.6% | -7.1% | -3.5% |
| 6M | +31.3% | +45.7% | -14.4% | +30.1% |
| YTD | +30.0% | +23.2% | +6.7% | +27.4% |
| 1Y | +62.1% | -9.1% | +71.2% | +59.0% |
| All | +62.1% | -9.1% | +71.2% | +59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling