+1,119.4%
NBIS vs ROP
-27.9%
+1,147.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.9% | +10.6% | +6.9% |
| 7D | +22.2% | -5.4% | +27.6% | +20.5% |
| 30D | +29.7% | -1.6% | +31.4% | +29.6% |
| 3M | +11.9% | +18.8% | -7.0% | +10.1% |
| 6M | +173.0% | +8.2% | +164.8% | +176.7% |
| YTD | +191.4% | -10.5% | +201.8% | +220.1% |
| 1Y | +280.7% | -23.7% | +304.5% | +369.2% |
| All | +1,119.4% | -27.9% | +1,147.3% | +1,616.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling