+223.1%
BMNR vs FOXA
+23.3%
+199.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.3% | +4.1% |
| 7D | +0.2% | +0.8% | -0.6% | +0.6% |
| 30D | +39.9% | +5.0% | +34.9% | +44.2% |
| 3M | +51.5% | -3.0% | +54.5% | +44.2% |
| 6M | +18.9% | +14.8% | +4.1% | +37.6% |
| YTD | -7.8% | -8.9% | +1.1% | -28.4% |
| 1Y | -47.6% | +13.3% | -60.9% | -28.1% |
| All | +223.1% | +23.3% | +199.8% | +386.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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