+223.1%
BMNR vs FROG
+103.5%
+119.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +3.8% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | +39.9% | +1.3% | +38.6% | +39.6% |
| 3M | +51.5% | +11.1% | +40.4% | +47.7% |
| 6M | +18.9% | +108.3% | -89.4% | -1.5% |
| YTD | -7.8% | +39.6% | -47.4% | -15.5% |
| 1Y | -47.6% | +74.7% | -122.4% | -53.2% |
| All | +223.1% | +103.5% | +119.6% | +249.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling