+96.7%
DGX vs NTNX
+82.3%
+14.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | -0.9% | -3.1% | +2.3% | -0.9% |
| 30D | -1.2% | +2.0% | -3.1% | -1.1% |
| 3M | +15.8% | +34.0% | -18.2% | +16.0% |
| 6M | +18.2% | +72.4% | -54.2% | +18.7% |
| YTD | +37.2% | +27.5% | +9.7% | +37.2% |
| 1Y | +30.4% | -18.7% | +49.1% | +29.4% |
| 3Y | +96.7% | +80.8% | +16.0% | +104.2% |
| All | +96.7% | +82.3% | +14.4% | +104.2% |
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