+1,040.6%
NBIS vs NOC
+0.5%
+1,040.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.7% | -5.7% | -4.9% |
| 7D | +8.3% | -1.8% | +10.1% | +7.8% |
| 30D | +18.1% | -9.4% | +27.5% | +14.8% |
| 3M | +7.8% | -3.8% | +11.6% | +7.4% |
| 6M | +136.6% | -28.8% | +165.3% | +117.4% |
| YTD | +172.5% | -7.9% | +180.4% | +180.5% |
| 1Y | +144.3% | -9.0% | +153.3% | +149.9% |
| All | +1,040.6% | +0.5% | +1,040.0% | +1,302.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 3y: compounded portfolio wealth divided by compounded NOC 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…
3y analysis · Full analysis span regression · 6 months rolling