+607.2%
NBIS vs BABA
+7.6%
+599.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.7% | +13.0% | +11.3% |
| 7D | 0.0% | +3.8% | -3.8% | -3.0% |
| 30D | -36.0% | -5.4% | -30.6% | -34.4% |
| 3M | -24.7% | -17.9% | -6.8% | -17.3% |
| 6M | -20.1% | -24.1% | +4.0% | -8.2% |
| YTD | +69.0% | -27.4% | +96.4% | +99.0% |
| 1Y | +27.1% | -36.1% | +63.2% | +62.3% |
| All | +607.2% | +7.6% | +599.6% | +785.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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