+30.7%
NBIS vs RL
+15.3%
+15.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.2% | -8.8% | -9.3% |
| 7D | -10.5% | +2.6% | -13.1% | -11.6% |
| 30D | -37.7% | +2.9% | -40.6% | -38.2% |
| 3M | -54.6% | 0.0% | -54.6% | -54.4% |
| 6M | -44.1% | +17.1% | -61.2% | -49.6% |
| YTD | +38.4% | +10.1% | +28.3% | +24.7% |
| 1Y | +30.7% | +17.3% | +13.4% | +14.8% |
| All | +30.7% | +15.3% | +15.5% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling