+1,101.8%
NBIS vs RNG
+106.5%
+995.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.4% |
| 7D | +17.8% | -4.1% | +21.8% | +17.8% |
| 30D | +30.5% | +8.6% | +21.9% | +29.9% |
| 3M | +9.2% | +78.0% | -68.8% | +2.8% |
| 6M | +153.2% | +67.0% | +86.1% | +140.4% |
| YTD | +187.1% | +142.4% | +44.7% | +138.2% |
| 1Y | +151.1% | +120.4% | +30.7% | +116.8% |
| All | +1,101.8% | +106.5% | +995.3% | +1,050.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling