+151.6%
DPZ vs NTNX
+156.8%
-5.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | -1.6% | -1.0% | -2.4% |
| 30D | -7.0% | +11.6% | -18.6% | -8.1% |
| 3M | +11.6% | +23.8% | -12.2% | +9.1% |
| 6M | -15.2% | +68.8% | -84.0% | -19.9% |
| YTD | -17.2% | +31.7% | -48.9% | -20.1% |
| 1Y | -24.8% | -0.9% | -24.0% | -25.5% |
| 3Y | -8.7% | +95.0% | -103.7% | -16.9% |
| 5Y | -28.9% | +57.4% | -86.3% | -35.7% |
| All | +151.6% | +156.8% | -5.2% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling