-9.3%
DPZ vs NTNX
+87.5%
-96.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.6% |
| 7D | -1.5% | +1.2% | -2.7% | -1.6% |
| 30D | -4.4% | +7.7% | -12.1% | -5.2% |
| 3M | +7.6% | +30.2% | -22.5% | +4.7% |
| 6M | -16.9% | +69.4% | -86.4% | -21.6% |
| YTD | -18.6% | +30.6% | -49.2% | -21.2% |
| 1Y | -26.7% | -10.0% | -16.7% | -26.2% |
| 3Y | -9.3% | +86.6% | -96.0% | -16.2% |
| All | -9.3% | +87.5% | -96.8% | -16.2% |
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 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