+28.0%
NBIS vs ROL
-34.1%
+62.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.8% | -9.4% | -4.4% |
| 7D | -22.4% | +14.6% | -37.0% | -12.5% |
| 30D | -39.1% | +29.3% | -68.4% | -23.9% |
| 3M | -37.3% | +2.0% | -39.3% | -34.4% |
| 6M | -19.8% | -28.5% | +8.8% | -33.0% |
| YTD | +69.1% | -35.3% | +104.4% | +31.6% |
| 1Y | +28.0% | -34.7% | +62.7% | -1.0% |
| All | +28.0% | -34.1% | +62.2% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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