+138.1%
BMNR vs DASH
-21.3%
+159.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -1.4% |
| 7D | -2.9% | -4.1% | +1.2% | +0.6% |
| 30D | -21.5% | -10.6% | -10.8% | -14.2% |
| 3M | +3.1% | -18.8% | +21.9% | +21.1% |
| 6M | -14.9% | +11.2% | -26.1% | -28.9% |
| YTD | -32.0% | -23.8% | -8.2% | -8.2% |
| 1Y | -54.5% | -12.2% | -42.3% | -54.0% |
| All | +138.1% | -21.3% | +159.5% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling