+212.5%
BMNR vs DASH
-10.1%
+222.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -0.8% |
| 7D | +5.0% | -12.8% | +17.8% | +18.3% |
| 30D | +33.8% | -6.0% | +39.8% | +40.4% |
| 3M | +49.4% | +26.7% | +22.7% | +15.1% |
| 6M | +17.0% | +11.7% | +5.3% | +0.9% |
| YTD | -10.8% | -12.9% | +2.1% | +8.9% |
| 1Y | -45.7% | -23.1% | -22.6% | -10.2% |
| All | +212.5% | -10.1% | +222.6% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling