+223.1%
BMNR vs DTE
+3.6%
+219.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +5.0% |
| 7D | +0.2% | -2.6% | +2.8% | +3.4% |
| 30D | +39.9% | -4.4% | +44.3% | +47.4% |
| 3M | +51.5% | -8.3% | +59.9% | +62.4% |
| 6M | +18.9% | -8.1% | +27.0% | +22.2% |
| YTD | -7.8% | +4.4% | -12.2% | -43.8% |
| 1Y | -47.6% | +0.2% | -47.8% | -63.6% |
| All | +223.1% | +3.6% | +219.4% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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