+1,031.9%
NBIS vs RL
+74.0%
+958.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.4% | +5.9% |
| 7D | +8.2% | -0.8% | +9.0% | +9.0% |
| 30D | +3.4% | -7.8% | +11.1% | +8.8% |
| 3M | -12.8% | -4.0% | -8.8% | -12.2% |
| 6M | +131.5% | -1.9% | +133.4% | +125.4% |
| YTD | +170.5% | -0.2% | +170.6% | +158.7% |
| 1Y | +248.8% | +10.7% | +238.1% | +197.9% |
| All | +1,031.9% | +74.0% | +958.0% | +501.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling