-40.8%
BMNR vs DG
+23.4%
-64.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -6.3% |
| 7D | +4.9% | +8.4% | -3.5% | +1.0% |
| 30D | +35.5% | +4.9% | +30.5% | +32.4% |
| 3M | +39.6% | +29.3% | +10.2% | +21.8% |
| 6M | +18.2% | -11.3% | +29.5% | +24.5% |
| YTD | -8.0% | +1.8% | -9.8% | -9.0% |
| 1Y | -40.8% | +25.3% | -66.1% | -50.0% |
| All | -40.8% | +23.4% | -64.2% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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