+248.8%
NBIS vs REPL
+161.1%
+87.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.1% | +7.5% |
| 7D | +8.2% | -3.0% | +11.2% | +8.3% |
| 30D | +3.4% | +27.1% | -23.8% | +2.6% |
| 3M | -12.8% | +52.4% | -65.2% | -14.6% |
| 6M | +131.5% | +107.4% | +24.1% | +121.3% |
| YTD | +170.5% | +54.7% | +115.7% | +156.5% |
| 1Y | +248.8% | +158.9% | +89.9% | +248.0% |
| All | +248.8% | +161.1% | +87.7% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling