+58.9%
DIA vs NTNX
+82.3%
-23.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.6% | -3.1% | +1.6% | -1.2% |
| 30D | -2.0% | +2.0% | -4.0% | -2.3% |
| 3M | +3.6% | +34.0% | -30.3% | +0.3% |
| 6M | +11.5% | +72.4% | -60.9% | +4.5% |
| YTD | +10.4% | +27.5% | -17.2% | +6.9% |
| 1Y | +15.6% | -18.7% | +34.3% | +18.3% |
| 3Y | +58.9% | +80.8% | -21.9% | +41.2% |
| All | +58.9% | +82.3% | -23.4% | +41.2% |
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