+223.1%
BMNR vs DLR
+10.7%
+212.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | -0.3% |
| 7D | +0.2% | +0.1% | +0.1% | -0.1% |
| 30D | +39.9% | -4.3% | +44.2% | +53.1% |
| 3M | +51.5% | +3.8% | +47.7% | +20.0% |
| 6M | +18.9% | +5.8% | +13.1% | -18.6% |
| YTD | -7.8% | +23.5% | -31.3% | -70.9% |
| 1Y | -47.6% | +11.1% | -58.7% | -76.1% |
| All | +223.1% | +10.7% | +212.4% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling