-44.9%
BMNR vs DASH
-16.7%
-28.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.3% | -2.5% | +2.5% |
| 7D | -1.5% | +17.2% | -18.6% | -8.1% |
| 30D | -18.9% | +3.6% | -22.4% | -20.3% |
| 3M | +20.1% | -1.9% | +21.9% | +20.2% |
| 6M | -4.7% | +15.1% | -19.7% | -11.9% |
| YTD | -20.0% | -12.3% | -7.6% | -18.2% |
| 1Y | -44.9% | -17.2% | -27.7% | -42.5% |
| All | -44.9% | -16.7% | -28.2% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling