+1,022.8%
NBIS vs RMBS
+111.7%
+911.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.8% |
| 7D | -0.8% | +1.8% | -2.6% | -1.9% |
| 30D | -13.4% | -13.9% | +0.5% | -3.8% |
| 3M | +1.0% | -39.8% | +40.8% | +41.5% |
| 6M | +100.5% | -6.0% | +106.5% | +91.9% |
| YTD | +168.3% | -5.4% | +173.6% | +146.4% |
| 1Y | +151.8% | -1.8% | +153.6% | +115.2% |
| All | +1,022.8% | +111.7% | +911.0% | +502.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling