+570.0%
NBIS vs PR
+65.5%
+504.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.7% |
| 7D | -11.6% | -9.5% | -2.1% | -7.7% |
| 30D | -39.4% | -5.7% | -33.7% | -38.0% |
| 3M | -27.2% | +3.0% | -30.2% | -29.2% |
| 6M | -24.3% | +11.8% | -36.1% | -29.9% |
| YTD | +60.1% | +58.5% | +1.6% | +20.5% |
| 1Y | +21.9% | +69.9% | -48.0% | -12.2% |
| All | +570.0% | +65.5% | +504.5% | +358.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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