+6.6%
DASH vs NTNX
+121.2%
-114.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -4.6% | -3.1% | -1.5% | -3.4% |
| 30D | -5.0% | +2.0% | -6.9% | -6.0% |
| 3M | +30.6% | +34.0% | -3.3% | +15.4% |
| 6M | +19.2% | +72.4% | -53.2% | -5.9% |
| YTD | -10.8% | +27.5% | -38.4% | -21.0% |
| 1Y | -22.4% | -18.7% | -3.6% | -18.1% |
| 3Y | +142.5% | +80.8% | +61.7% | +64.6% |
| 5Y | -4.0% | +54.5% | -58.5% | -32.7% |
| All | +6.6% | +121.2% | -114.6% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling