-4.4%
DASH vs NTNX
+49.8%
-54.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.8% |
| 7D | -9.4% | -3.9% | -5.5% | -8.0% |
| 30D | -5.2% | +1.7% | -6.9% | -6.1% |
| 3M | +33.1% | +31.7% | +1.4% | +18.7% |
| 6M | +18.3% | +69.4% | -51.0% | -5.5% |
| YTD | -11.2% | +26.6% | -37.8% | -20.9% |
| 1Y | -21.9% | -15.2% | -6.7% | -19.1% |
| 3Y | +144.7% | +80.9% | +63.7% | +66.1% |
| 5Y | -4.4% | +53.3% | -57.8% | -32.0% |
| All | -4.4% | +49.8% | -54.2% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling