+28.0%
NBIS vs ROK
+25.3%
+2.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.1% |
| 7D | -22.4% | 0.0% | -22.4% | -22.2% |
| 30D | -39.1% | -2.5% | -36.7% | -37.4% |
| 3M | -37.3% | 0.0% | -37.3% | -36.5% |
| 6M | -19.8% | +11.6% | -31.4% | -24.7% |
| YTD | +69.1% | +15.2% | +53.9% | +50.8% |
| 1Y | +28.0% | +25.0% | +3.0% | +13.4% |
| All | +28.0% | +25.3% | +2.7% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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