-24.0%
NBIS vs DRAM
-23.9%
-0.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.3% | +2.9% | +3.7% |
| 7D | 0.0% | -9.8% | +9.8% | +9.5% |
| 30D | -36.0% | -26.9% | -9.1% | -15.4% |
| 3M | -24.7% | -17.4% | -7.3% | -10.4% |
| All | -24.0% | -23.9% | -0.1% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling