+1,119.4%
NBIS vs ROST
+56.8%
+1,062.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +7.9% |
| 7D | +22.2% | +0.2% | +22.0% | +22.1% |
| 30D | +29.7% | -10.0% | +39.7% | +34.0% |
| 3M | +11.9% | +1.2% | +10.6% | +9.4% |
| 6M | +173.0% | +8.9% | +164.1% | +150.2% |
| YTD | +191.4% | +28.1% | +163.3% | +141.5% |
| 1Y | +280.7% | +53.0% | +227.7% | +178.2% |
| All | +1,119.4% | +56.8% | +1,062.6% | +664.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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