+1,022.8%
NBIS vs DBX
+34.5%
+988.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.9% |
| 7D | -0.8% | +2.1% | -2.9% | -1.4% |
| 30D | -13.4% | +5.7% | -19.1% | -15.1% |
| 3M | +1.0% | +31.8% | -30.8% | -12.0% |
| 6M | +100.5% | +37.5% | +63.0% | +65.5% |
| YTD | +168.3% | +27.9% | +140.3% | +133.7% |
| 1Y | +151.8% | +15.0% | +136.7% | +139.4% |
| All | +1,022.8% | +34.5% | +988.2% | +879.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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