+547.5%
NBIS vs PR
+65.7%
+481.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.9% | +5.7% | +6.8% |
| 7D | -16.0% | -16.4% | +0.4% | -9.5% |
| 30D | -45.4% | -1.9% | -43.5% | -45.1% |
| 3M | -31.8% | +8.0% | -39.8% | -35.1% |
| 6M | -33.6% | +4.1% | -37.7% | -36.1% |
| YTD | +54.7% | +58.7% | -4.0% | +16.5% |
| 1Y | +18.3% | +75.8% | -57.5% | -16.4% |
| All | +547.5% | +65.7% | +481.7% | +343.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling