+1,101.8%
NBIS vs PYPL
-34.3%
+1,136.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.6% |
| 7D | +17.8% | -4.3% | +22.1% | +19.7% |
| 30D | +30.5% | -11.5% | +42.0% | +36.7% |
| 3M | +9.2% | +26.1% | -17.0% | -7.5% |
| 6M | +153.2% | +13.7% | +139.5% | +127.3% |
| YTD | +187.1% | -9.8% | +197.0% | +192.5% |
| 1Y | +151.1% | -22.1% | +173.2% | +180.7% |
| All | +1,101.8% | -34.3% | +1,136.1% | +1,128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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