-99.9%
DFNS vs NTNX
+82.3%
-182.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | -6.3% | -3.1% | -3.2% | -5.6% |
| 30D | -74.0% | +2.0% | -75.9% | -74.0% |
| 3M | -70.1% | +34.0% | -104.1% | -70.9% |
| 6M | -93.9% | +72.4% | -166.3% | -94.1% |
| YTD | -98.1% | +27.5% | -125.6% | -98.2% |
| 1Y | -98.3% | -18.7% | -79.6% | -98.6% |
| 3Y | -99.9% | +80.8% | -180.6% | -99.9% |
| All | -99.9% | +82.3% | -182.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling