+1,119.4%
NBIS vs REPL
+29.1%
+1,090.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.5% | +7.8% |
| 7D | +22.2% | -5.7% | +28.0% | +22.5% |
| 30D | +29.7% | +22.5% | +7.3% | +28.9% |
| 3M | +11.9% | +64.7% | -52.8% | +8.8% |
| 6M | +173.0% | +83.0% | +90.0% | +158.3% |
| YTD | +191.4% | +52.0% | +139.4% | +176.0% |
| 1Y | +280.7% | +144.5% | +136.2% | +257.0% |
| All | +1,119.4% | +29.1% | +1,090.3% | +980.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling