-33.2%
DPZ vs NTNX
+55.9%
-89.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.3% | -4.1% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -7.6% | +3.8% | -11.4% | -8.0% |
| 3M | +1.8% | +31.9% | -30.1% | -1.4% |
| 6M | -21.8% | +68.5% | -90.3% | -26.5% |
| YTD | -22.0% | +29.5% | -51.5% | -24.7% |
| 1Y | -28.6% | -11.6% | -17.0% | -28.2% |
| 3Y | -13.1% | +85.1% | -98.2% | -21.4% |
| 5Y | -33.2% | +54.8% | -88.0% | -39.0% |
| All | -33.2% | +55.9% | -89.1% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling