-37.9%
NBIS vs ADP
+47.7%
-85.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | +0.5% | -17.3% | -15.8% |
| 7D | +6.9% | +0.3% | +6.6% | +8.0% |
| 30D | -37.8% | +11.6% | -49.4% | -19.9% |
| 3M | -50.4% | +15.1% | -65.4% | -30.7% |
| All | -37.9% | +47.7% | -85.6% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling