+223.1%
BMNR vs EQNR
+95.0%
+128.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.2% |
| 7D | +0.2% | +6.4% | -6.2% | +2.3% |
| 30D | +39.9% | +10.4% | +29.6% | +44.5% |
| 3M | +51.5% | +23.1% | +28.4% | +62.5% |
| 6M | +18.9% | +36.3% | -17.4% | +32.9% |
| YTD | -7.8% | +96.0% | -103.8% | +10.4% |
| 1Y | -47.6% | +94.2% | -141.8% | -36.1% |
| All | +223.1% | +95.0% | +128.1% | +398.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling