+673.5%
NBIS vs RL
+95.7%
+577.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | -1.4% | +16.8% | +16.5% |
| 7D | +9.3% | -4.4% | +13.7% | +13.5% |
| 30D | -26.4% | +5.6% | -31.9% | -29.3% |
| 3M | -19.9% | -0.6% | -19.3% | -19.8% |
| 6M | -16.9% | +15.5% | -32.3% | -27.8% |
| YTD | +84.8% | +12.3% | +72.5% | +61.4% |
| 1Y | +51.3% | +19.3% | +32.0% | +23.8% |
| All | +673.5% | +95.7% | +577.7% | +275.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling