+134.0%
DPZ vs NTNX
+146.9%
-12.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.1% |
| 7D | -8.6% | -3.9% | -4.7% | -8.2% |
| 30D | -11.2% | +1.7% | -12.9% | -11.4% |
| 3M | +1.4% | +31.7% | -30.3% | -1.4% |
| 6M | -19.9% | +69.4% | -89.2% | -24.4% |
| YTD | -23.0% | +26.6% | -49.6% | -25.3% |
| 1Y | -28.2% | -15.2% | -13.0% | -27.7% |
| 3Y | -14.2% | +80.9% | -95.1% | -21.3% |
| 5Y | -33.4% | +53.3% | -86.7% | -39.6% |
| All | +134.0% | +146.9% | -12.8% | +91.4% |
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