+1,022.8%
NBIS vs DLR
+20.6%
+1,002.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -4.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -13.4% | -4.3% | -9.1% | -7.0% |
| 3M | +1.0% | +3.8% | -2.8% | -5.8% |
| 6M | +100.5% | +5.8% | +94.7% | +78.9% |
| YTD | +168.3% | +23.5% | +144.7% | +85.3% |
| 1Y | +151.8% | +11.1% | +140.7% | +107.7% |
| All | +1,022.8% | +20.6% | +1,002.2% | +788.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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