+1,119.4%
NBIS vs DLR
+21.2%
+1,098.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.1% | +6.9% |
| 7D | +22.2% | +3.4% | +18.8% | +16.4% |
| 30D | +29.7% | -2.2% | +32.0% | +36.2% |
| 3M | +11.9% | +4.7% | +7.1% | +3.0% |
| 6M | +173.0% | +9.0% | +164.0% | +132.1% |
| YTD | +191.4% | +24.1% | +167.2% | +99.8% |
| 1Y | +280.7% | +20.9% | +259.8% | +169.0% |
| All | +1,119.4% | +21.2% | +1,098.2% | +858.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling