-39.6%
DUOL vs NTNX
-16.9%
-22.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.1% | +5.4% | +0.3% |
| 7D | +15.1% | -17.2% | +32.3% | +23.1% |
| 30D | +6.0% | -20.2% | +26.2% | +14.8% |
| 3M | +16.0% | -4.0% | +20.0% | +17.0% |
| 6M | +50.9% | +34.8% | +16.1% | +36.0% |
| YTD | -10.5% | +13.3% | -23.8% | -25.1% |
| 1Y | -39.6% | -16.0% | -23.6% | -54.6% |
| All | -39.6% | -16.9% | -22.8% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling