+673.5%
NBIS vs REPL
+90.4%
+583.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | -6.4% | +21.9% | +15.7% |
| 7D | +9.3% | +5.3% | +4.0% | +9.0% |
| 30D | -26.4% | +66.6% | -93.0% | -28.0% |
| 3M | -19.9% | +59.6% | -79.5% | -21.6% |
| 6M | -16.9% | +482.4% | -499.2% | -22.9% |
| YTD | +84.8% | +124.1% | -39.3% | +71.9% |
| 1Y | +51.3% | +138.6% | -87.2% | +40.7% |
| All | +673.5% | +90.4% | +583.1% | +573.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling