+223.1%
BMNR vs DT
-5.7%
+228.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +4.0% |
| 7D | +0.2% | -1.6% | +1.8% | +1.6% |
| 30D | +39.9% | +3.0% | +36.9% | +36.4% |
| 3M | +51.5% | +26.5% | +25.0% | +18.8% |
| 6M | +18.9% | +35.9% | -17.0% | -20.1% |
| YTD | -7.8% | +17.8% | -25.6% | -17.5% |
| 1Y | -47.6% | +4.1% | -51.7% | -33.0% |
| All | +223.1% | -5.7% | +228.7% | +533.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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