+248.8%
NBIS vs RMBS
+16.3%
+232.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.3% | +6.2% | +6.7% |
| 7D | +8.2% | -0.3% | +8.6% | +8.5% |
| 30D | +3.4% | -12.2% | +15.5% | +12.2% |
| 3M | -12.8% | -49.5% | +36.7% | +22.2% |
| 6M | +131.5% | -7.1% | +138.7% | +130.8% |
| YTD | +170.5% | -7.0% | +177.5% | +165.6% |
| 1Y | +248.8% | +13.3% | +235.4% | +284.7% |
| All | +248.8% | +16.3% | +232.5% | +284.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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