+19.0%
DLR vs NTNX
+0.3%
+18.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.6% | -1.6% | +3.2% | +1.6% |
| 30D | -3.4% | +11.6% | -15.0% | -3.6% |
| 3M | +0.5% | +23.8% | -23.3% | -0.1% |
| 6M | +4.6% | +68.8% | -64.2% | +3.4% |
| YTD | +23.4% | +31.7% | -8.3% | +22.3% |
| 1Y | +19.0% | -0.9% | +19.9% | +20.9% |
| All | +19.0% | +0.3% | +18.8% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling