-99.6%
DFNS vs NTNX
-9.1%
-90.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -1.5% | -16.8% | -16.5% |
| 7D | -27.7% | -12.3% | -15.3% | -14.6% |
| 30D | -58.0% | -13.2% | -44.7% | -50.2% |
| 3M | -94.0% | +3.6% | -97.6% | -94.4% |
| 6M | -94.6% | +45.7% | -140.3% | -96.0% |
| YTD | -99.4% | +23.2% | -122.7% | -99.6% |
| 1Y | -99.6% | -9.1% | -90.6% | -99.7% |
| All | -99.6% | -9.1% | -90.5% | -99.7% |
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