+11.7%
DASH vs NTNX
+128.4%
-116.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | -1.6% | -9.0% | -10.0% |
| 30D | +2.2% | +11.6% | -9.5% | -2.7% |
| 3M | +32.3% | +23.8% | +8.5% | +20.7% |
| 6M | +19.1% | +68.8% | -49.7% | -5.1% |
| YTD | -6.5% | +31.7% | -38.2% | -18.2% |
| 1Y | -14.9% | -0.9% | -14.0% | -17.5% |
| 3Y | +151.9% | +95.0% | +56.9% | +65.3% |
| 5Y | +9.4% | +57.4% | -48.0% | -23.9% |
| All | +11.7% | +128.4% | -116.7% | -38.0% |
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 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