+213.9%
DKS vs NTNX
+148.8%
+65.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.3% |
| 7D | -3.0% | -3.1% | +0.2% | -2.4% |
| 30D | -33.4% | +2.0% | -35.3% | -33.6% |
| 3M | -39.4% | +34.0% | -73.3% | -42.5% |
| 6M | -30.1% | +72.4% | -102.5% | -37.3% |
| YTD | -31.0% | +27.5% | -58.5% | -34.9% |
| 1Y | -40.2% | -18.7% | -21.4% | -38.9% |
| 3Y | +30.9% | +80.8% | -49.8% | +12.6% |
| 5Y | +14.0% | +54.5% | -40.5% | -3.8% |
| All | +213.9% | +148.8% | +65.1% | +127.9% |
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