-12.8%
NBIS vs RF
+10.3%
-23.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.5% | +7.4% |
| 7D | +8.2% | +1.3% | +6.9% | +8.7% |
| 30D | +3.4% | -3.6% | +7.0% | -1.9% |
| 3M | -12.8% | +8.1% | -20.9% | +8.0% |
| All | -12.8% | +10.3% | -23.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 3mo: compounded portfolio wealth divided by compounded RF 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…
3mo analysis · Full analysis span regression · Available span rolling