+152.4%
DKNG vs NTNX
+169.9%
-17.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +4.1% |
| 7D | +3.0% | -3.1% | +6.2% | +4.2% |
| 30D | -3.0% | +2.0% | -5.0% | -3.9% |
| 3M | -17.6% | +34.0% | -51.5% | -25.8% |
| 6M | -3.2% | +72.4% | -75.6% | -20.9% |
| YTD | -28.2% | +27.5% | -55.7% | -35.3% |
| 1Y | -46.1% | -18.7% | -27.3% | -43.5% |
| 3Y | -22.2% | +80.8% | -102.9% | -42.1% |
| 5Y | -60.4% | +54.5% | -114.9% | -71.6% |
| All | +152.4% | +169.9% | -17.5% | +45.2% |
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 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