-40.8%
BMNR vs DFNS
-98.3%
+57.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.6% |
| 7D | +4.9% | -16.0% | +20.9% | +5.9% |
| 30D | +35.5% | -77.7% | +113.2% | +44.8% |
| 3M | +39.6% | -77.2% | +116.8% | +52.1% |
| 6M | +18.2% | -95.2% | +113.4% | +82.4% |
| YTD | -8.0% | -98.0% | +89.9% | +74.1% |
| 1Y | -40.8% | -98.3% | +57.5% | +18.7% |
| All | -40.8% | -98.3% | +57.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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