+136.8%
DASH vs NTNX
+85.1%
+51.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -12.8% | +0.1% | -13.0% | -12.9% |
| 30D | -6.0% | +3.8% | -9.9% | -7.3% |
| 3M | +26.7% | +31.9% | -5.2% | +15.7% |
| 6M | +11.7% | +68.5% | -56.8% | -6.1% |
| YTD | -12.9% | +29.5% | -42.4% | -21.2% |
| 1Y | -23.1% | -11.6% | -11.5% | -22.4% |
| All | +136.8% | +85.1% | +51.7% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling