+1,101.8%
NBIS vs ADP
-5.1%
+1,106.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.9% |
| 7D | +17.8% | -5.7% | +23.4% | +15.0% |
| 30D | +30.5% | -3.1% | +33.6% | +29.4% |
| 3M | +9.2% | +15.6% | -6.4% | +11.8% |
| 6M | +153.2% | +20.8% | +132.4% | +159.6% |
| YTD | +187.1% | +4.7% | +182.4% | +212.9% |
| 1Y | +151.1% | -8.3% | +159.4% | +198.4% |
| All | +1,101.8% | -5.1% | +1,106.9% | +1,298.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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