+56.3%
DRI vs NTNX
+82.3%
-26.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.1% |
| 7D | -3.2% | -3.1% | -0.1% | -3.1% |
| 30D | -7.8% | +2.0% | -9.8% | -7.9% |
| 3M | +0.4% | +34.0% | -33.6% | -0.9% |
| 6M | +4.8% | +72.4% | -67.6% | +2.0% |
| YTD | +16.7% | +27.5% | -10.8% | +15.5% |
| 1Y | +1.5% | -18.7% | +20.2% | +3.3% |
| 3Y | +56.3% | +80.8% | -24.5% | +51.0% |
| All | +56.3% | +82.3% | -26.0% | +51.0% |
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 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