-40.8%
BMNR vs FROG
+83.7%
-124.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.3% | -4.7% |
| 7D | +4.9% | -11.3% | +16.2% | +8.5% |
| 30D | +35.5% | +3.6% | +31.8% | +34.1% |
| 3M | +39.6% | +1.7% | +37.9% | +37.9% |
| 6M | +18.2% | +123.5% | -105.3% | -8.3% |
| YTD | -8.0% | +40.2% | -48.3% | -18.5% |
| 1Y | -40.8% | +81.0% | -121.8% | -52.3% |
| All | -40.8% | +83.7% | -124.5% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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