+24.9%
DBX vs NTNX
+27.8%
-2.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +2.1% | -3.1% | +5.2% | +3.0% |
| 30D | +5.7% | +2.0% | +3.8% | +5.2% |
| 3M | +31.8% | +34.0% | -2.2% | +21.7% |
| 6M | +37.5% | +72.4% | -34.9% | +17.9% |
| YTD | +27.9% | +27.5% | +0.4% | +18.4% |
| 1Y | +15.0% | -18.7% | +33.8% | +19.3% |
| 3Y | +27.2% | +80.8% | -53.6% | +1.4% |
| 5Y | +12.8% | +54.5% | -41.7% | -11.0% |
| All | +24.9% | +27.8% | -2.9% | -15.0% |
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 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