+479.4%
NBIS vs ROP
-12.3%
+491.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.4% | -10.4% | -9.7% |
| 7D | -10.5% | +0.7% | -11.2% | -10.2% |
| 30D | -37.7% | +28.8% | -66.5% | -31.1% |
| 3M | -54.6% | +21.1% | -75.6% | -50.3% |
| 6M | -44.1% | +52.5% | -96.6% | -40.8% |
| YTD | +38.4% | +8.9% | +29.6% | +66.1% |
| 1Y | +30.7% | +8.2% | +22.5% | +57.1% |
| All | +479.4% | -12.3% | +491.7% | +790.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling