-40.8%
BMNR vs DLR
+19.9%
-60.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.8% |
| 7D | +4.9% | +1.6% | +3.3% | +3.8% |
| 30D | +35.5% | -3.4% | +38.8% | +38.8% |
| 3M | +39.6% | +0.5% | +39.1% | +37.4% |
| 6M | +18.2% | +4.6% | +13.7% | +10.6% |
| YTD | -8.0% | +23.4% | -31.4% | -27.7% |
| 1Y | -40.8% | +19.0% | -59.8% | -47.2% |
| All | -40.8% | +19.9% | -60.7% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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