-33.6%
NBIS vs RF
+2.2%
-35.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +7.9% | +7.3% |
| 7D | -16.0% | -0.9% | -15.1% | -16.3% |
| 30D | -45.4% | +6.0% | -51.4% | -42.8% |
| 3M | -31.8% | -8.9% | -22.9% | -36.8% |
| 6M | -33.6% | +2.3% | -36.0% | -25.7% |
| All | -33.6% | +2.2% | -35.9% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling