+570.0%
NBIS vs BABA
+4.9%
+565.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.7% | -3.8% |
| 7D | -11.6% | +2.4% | -14.0% | -13.5% |
| 30D | -39.4% | -7.8% | -31.6% | -36.9% |
| 3M | -27.2% | -22.4% | -4.8% | -17.2% |
| 6M | -24.3% | -26.0% | +1.7% | -11.8% |
| YTD | +60.1% | -29.3% | +89.4% | +91.3% |
| 1Y | +21.9% | -37.5% | +59.4% | +57.7% |
| All | +570.0% | +4.9% | +565.1% | +751.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling