+125.4%
DAL vs NTNX
+152.6%
-27.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +0.8% | +0.1% | +0.6% | +0.8% |
| 30D | -11.7% | +3.8% | -15.6% | -12.5% |
| 3M | -2.7% | +31.9% | -34.7% | -8.3% |
| 6M | +30.7% | +68.5% | -37.8% | +15.8% |
| YTD | +14.4% | +29.5% | -15.1% | +6.7% |
| 1Y | +31.2% | -11.6% | +42.8% | +31.8% |
| 3Y | +99.4% | +85.1% | +14.3% | +66.3% |
| 5Y | +98.6% | +54.8% | +43.7% | +63.6% |
| All | +125.4% | +152.6% | -27.2% | +53.3% |
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