+1,119.4%
NBIS vs COMP
+86.3%
+1,033.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.3% | +11.1% | +8.4% |
| 7D | +22.2% | +4.1% | +18.2% | +21.2% |
| 30D | +29.7% | -14.5% | +44.3% | +33.4% |
| 3M | +11.9% | +41.8% | -29.9% | +3.4% |
| 6M | +173.0% | +23.6% | +149.4% | +155.7% |
| YTD | +191.4% | +1.7% | +189.7% | +182.0% |
| 1Y | +280.7% | +12.6% | +268.1% | +258.9% |
| All | +1,119.4% | +86.3% | +1,033.1% | +1,005.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling