+1,040.6%
NBIS vs ROP
-29.2%
+1,069.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -5.2% |
| 7D | +8.3% | -8.0% | +16.3% | +6.0% |
| 30D | +18.1% | -2.7% | +20.8% | +17.5% |
| 3M | +7.8% | +16.6% | -8.8% | +5.5% |
| 6M | +136.6% | +10.4% | +126.2% | +135.4% |
| YTD | +172.5% | -12.1% | +184.6% | +197.9% |
| 1Y | +144.3% | -23.6% | +167.9% | +194.2% |
| All | +1,040.6% | -29.2% | +1,069.7% | +1,497.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling