+489.1%
DDOG vs NTNX
+149.5%
+339.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | +3.9% | -3.1% | +7.0% | +5.3% |
| 30D | -8.2% | +2.0% | -10.1% | -8.8% |
| 3M | -5.6% | +34.0% | -39.5% | -16.2% |
| 6M | +73.5% | +72.4% | +1.1% | +40.2% |
| YTD | +62.7% | +27.5% | +35.1% | +47.6% |
| 1Y | +59.0% | -18.7% | +77.7% | +69.9% |
| 3Y | +117.1% | +80.8% | +36.4% | +63.8% |
| 5Y | +61.3% | +54.5% | +6.8% | +19.8% |
| All | +489.1% | +149.5% | +339.6% | +223.2% |
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 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