+223.1%
BMNR vs DGX
+38.1%
+185.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.8% | +2.3% |
| 7D | +0.2% | -0.9% | +1.1% | +0.9% |
| 30D | +39.9% | -1.2% | +41.1% | +41.3% |
| 3M | +51.5% | +15.8% | +35.7% | +36.0% |
| 6M | +18.9% | +18.2% | +0.7% | +3.7% |
| YTD | -7.8% | +37.2% | -45.0% | -43.6% |
| 1Y | -47.6% | +30.4% | -78.0% | -67.5% |
| All | +223.1% | +38.1% | +185.0% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 all: compounded portfolio wealth divided by compounded DGX 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…
all analysis · Full analysis span regression · 6 months rolling