+28.0%
NBIS vs RNG
+179.4%
-151.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.4% | -6.7% |
| 7D | -22.4% | -9.6% | -12.8% | -23.9% |
| 30D | -39.1% | -1.4% | -37.8% | -39.4% |
| 3M | -37.3% | +28.8% | -66.1% | -33.1% |
| 6M | -19.8% | +65.6% | -85.4% | -5.9% |
| YTD | +69.1% | +171.4% | -102.3% | +102.0% |
| 1Y | +28.0% | +185.3% | -157.3% | +61.0% |
| All | +28.0% | +179.4% | -151.4% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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