+1,119.4%
NBIS vs ROL
-28.4%
+1,147.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.5% | +10.3% | +6.4% |
| 7D | +22.2% | -3.4% | +25.6% | +20.1% |
| 30D | +29.7% | -6.9% | +36.7% | +25.6% |
| 3M | +11.9% | -24.6% | +36.5% | -1.2% |
| 6M | +173.0% | -39.5% | +212.5% | +123.4% |
| YTD | +191.4% | -41.1% | +232.5% | +137.5% |
| 1Y | +280.7% | -37.9% | +318.6% | +215.3% |
| All | +1,119.4% | -28.4% | +1,147.8% | +945.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling