+1,022.8%
NBIS vs NOC
+0.6%
+1,022.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -0.8% | +0.8% | -1.6% | -0.6% |
| 30D | -13.4% | -9.7% | -3.7% | -15.8% |
| 3M | +1.0% | -5.6% | +6.7% | +0.2% |
| 6M | +100.5% | -28.6% | +129.1% | +84.4% |
| YTD | +168.3% | -7.9% | +176.1% | +176.1% |
| 1Y | +151.8% | -9.5% | +161.3% | +156.5% |
| All | +1,022.8% | +0.6% | +1,022.2% | +1,280.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling