+103.2%
DG vs NTNX
+148.8%
-45.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | -6.5% | -3.1% | -3.3% | -6.4% |
| 30D | +4.2% | +2.0% | +2.2% | +4.1% |
| 3M | +9.5% | +34.0% | -24.4% | +8.3% |
| 6M | -13.1% | +72.4% | -85.5% | -14.9% |
| YTD | -4.8% | +27.5% | -32.4% | -5.9% |
| 1Y | +20.6% | -18.7% | +39.3% | +20.9% |
| 3Y | +4.9% | +80.8% | -75.8% | -0.6% |
| 5Y | -37.9% | +54.5% | -92.4% | -41.3% |
| All | +103.2% | +148.8% | -45.5% | +72.1% |
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