-98.3%
DFNS vs NTNX
+0.3%
-98.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -16.0% | -1.6% | -14.4% | -13.9% |
| 30D | -77.7% | +11.6% | -89.3% | -80.5% |
| 3M | -77.2% | +23.8% | -101.0% | -80.8% |
| 6M | -95.2% | +68.8% | -164.0% | -96.7% |
| YTD | -98.0% | +31.7% | -129.6% | -98.5% |
| 1Y | -98.3% | -0.9% | -97.4% | -98.5% |
| All | -98.3% | +0.3% | -98.5% | -98.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling