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  • NBIS vs RL✓SelectedUSD · RLNBIS vs RL performance historyLatest closeAs of-5.09%09/10
Stock and ETF performance explorer

NBIS vs RL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,040.6%
RL return
+66.8%
Excess return
+973.8%
Maximum drawdown
-58.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRLExcessAlpha
1D-5.1%+0.3%-5.4%-5.3%
7D+8.3%-2.2%+10.5%+10.1%
30D+18.1%-15.3%+33.4%+33.5%
3M+7.8%-10.3%+18.1%+14.6%
6M+136.6%-2.2%+138.8%+128.9%
YTD+172.5%-4.3%+176.8%+168.7%
1Y+144.3%+8.9%+135.4%+109.8%
All+1,040.6%+66.8%+973.8%+525.0%

Cumulative growth

Daily Returns

Daily percentage return beside RL.

Daily Out/Under-Performance

Portfolio return minus RL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…

10y analysis · Full analysis span regression · 6 months rolling