+248.8%
NBIS vs DGX
+33.7%
+215.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +6.7% |
| 7D | +8.2% | -2.3% | +10.5% | +6.1% |
| 30D | +3.4% | +0.6% | +2.8% | +4.3% |
| 3M | -12.8% | +21.4% | -34.2% | +3.2% |
| 6M | +131.5% | +14.7% | +116.8% | +169.8% |
| YTD | +170.5% | +38.4% | +132.0% | +244.0% |
| 1Y | +248.8% | +34.0% | +214.8% | +341.8% |
| All | +248.8% | +33.7% | +215.1% | +341.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling