+42.2%
NBIS vs DRAM
+66.1%
-24.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +10.4% | +5.1% | +6.8% |
| 7D | +9.3% | -0.6% | +9.9% | +10.1% |
| 30D | -26.4% | -18.0% | -8.3% | -12.7% |
| 3M | -19.9% | -11.9% | -8.1% | -10.1% |
| 6M | -16.9% | -18.6% | +1.7% | +1.2% |
| All | +42.2% | +66.1% | -24.0% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM 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 DRAM 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