+153.2%
NBIS vs RNG
+68.7%
+84.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.7% |
| 7D | +17.8% | -4.1% | +21.8% | +16.1% |
| 30D | +30.5% | +8.6% | +21.9% | +35.5% |
| 3M | +9.2% | +78.0% | -68.8% | +33.6% |
| 6M | +153.2% | +67.0% | +86.1% | +194.3% |
| All | +153.2% | +68.7% | +84.5% | +194.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling