+31.5%
DLTR vs NTNX
-16.9%
+48.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -8.1% | +1.9% | -5.8% |
| 7D | +4.5% | -17.2% | +21.7% | +5.1% |
| 30D | +18.7% | -20.2% | +39.0% | +19.6% |
| 3M | +7.1% | -4.0% | +11.1% | +6.6% |
| 6M | +47.2% | +34.8% | +12.4% | +42.9% |
| YTD | +12.1% | +13.3% | -1.1% | +7.7% |
| 1Y | +31.5% | -16.0% | +47.5% | +24.8% |
| All | +31.5% | -16.9% | +48.3% | +24.8% |
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