-99.9%
DFNS vs NTNX
+192.4%
-292.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | -3.3% | -3.9% | +0.6% | -3.0% |
| 30D | -73.1% | +1.7% | -74.8% | -73.1% |
| 3M | -71.4% | +31.7% | -103.1% | -71.6% |
| 6M | -93.8% | +69.4% | -163.2% | -93.9% |
| YTD | -98.0% | +26.6% | -124.6% | -98.1% |
| 1Y | -98.2% | -15.2% | -83.0% | -98.3% |
| 3Y | -99.9% | +80.9% | -180.8% | -99.9% |
| 5Y | -99.9% | +53.3% | -153.2% | -99.9% |
| All | -99.9% | +192.4% | -292.3% | -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 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