-40.8%
BMNR vs EQNR
+85.2%
-126.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.7% |
| 7D | +4.9% | +1.7% | +3.2% | +4.9% |
| 30D | +35.5% | +11.5% | +24.0% | +36.0% |
| 3M | +39.6% | +12.9% | +26.7% | +39.9% |
| 6M | +18.2% | +36.0% | -17.7% | +2.2% |
| YTD | -8.0% | +84.1% | -92.1% | -35.9% |
| 1Y | -40.8% | +83.8% | -124.6% | -57.2% |
| All | -40.8% | +85.2% | -126.0% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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