+479.4%
NBIS vs PR
+75.6%
+403.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.2% | -11.1% | -10.4% |
| 7D | -10.5% | +6.0% | -16.5% | -12.8% |
| 30D | -37.7% | -4.2% | -33.5% | -36.8% |
| 3M | -54.6% | +10.0% | -64.5% | -57.0% |
| 6M | -44.1% | +15.6% | -59.7% | -48.9% |
| YTD | +38.4% | +68.2% | -29.7% | +1.5% |
| 1Y | +30.7% | +79.2% | -48.5% | -7.9% |
| All | +479.4% | +75.6% | +403.8% | +286.3% |
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