+1.9%
DLTR vs NTNX
+82.3%
-80.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -10.1% | -3.1% | -6.9% | -10.1% |
| 30D | -8.1% | +2.0% | -10.1% | -8.1% |
| 3M | +2.9% | +34.0% | -31.1% | +2.7% |
| 6M | +4.3% | +72.4% | -68.0% | +4.3% |
| YTD | -3.9% | +27.5% | -31.5% | -4.7% |
| 1Y | +18.9% | -18.7% | +37.6% | +16.7% |
| 3Y | +1.9% | +80.8% | -78.8% | -5.9% |
| All | +1.9% | +82.3% | -80.4% | -5.9% |
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 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