+138.9%
DPZ vs NTNX
+110.6%
+28.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | -2.5% | +4.0% | -6.4% | -2.9% |
| 30D | +12.5% | -16.5% | +29.0% | +14.5% |
| 3M | -5.2% | -5.8% | +0.6% | -4.8% |
| 6M | +8.8% | +37.1% | -28.3% | +4.8% |
| YTD | -18.7% | +17.8% | -36.4% | -20.8% |
| 1Y | -15.7% | -10.1% | -5.6% | -15.7% |
| 3Y | -7.5% | +56.3% | -63.8% | -14.3% |
| 5Y | -30.1% | +74.8% | -104.8% | -37.8% |
| All | +138.9% | +110.6% | +28.3% | +93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling