+490.5%
DDOG vs NTNX
+147.6%
+342.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.6% |
| 7D | +3.2% | -3.9% | +7.1% | +5.0% |
| 30D | -10.2% | +1.7% | -11.9% | -10.7% |
| 3M | -2.6% | +31.7% | -34.3% | -12.9% |
| 6M | +80.1% | +69.4% | +10.8% | +46.6% |
| YTD | +63.0% | +26.6% | +36.5% | +48.5% |
| 1Y | +59.4% | -15.2% | +74.6% | +67.5% |
| 3Y | +127.0% | +80.9% | +46.1% | +71.3% |
| 5Y | +61.7% | +53.3% | +8.3% | +20.5% |
| All | +490.5% | +147.6% | +342.9% | +225.0% |
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