+1,101.8%
NBIS vs DVA
+12.9%
+1,088.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.5% |
| 7D | +17.8% | +2.0% | +15.7% | +17.6% |
| 30D | +30.5% | -0.4% | +30.9% | +30.5% |
| 3M | +9.2% | -7.7% | +16.8% | +8.7% |
| 6M | +153.2% | +20.0% | +133.2% | +147.0% |
| YTD | +187.1% | +61.1% | +126.1% | +170.6% |
| 1Y | +151.1% | +33.9% | +117.2% | +147.7% |
| All | +1,101.8% | +12.9% | +1,088.9% | +1,027.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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