+212.3%
BMNR vs FROG
+106.9%
+105.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.4% |
| 7D | -8.5% | -2.2% | -6.3% | -8.0% |
| 30D | +33.8% | +3.0% | +30.8% | +33.0% |
| 3M | +54.7% | +10.3% | +44.4% | +50.9% |
| 6M | +16.7% | +116.7% | -100.0% | -4.3% |
| YTD | -10.9% | +41.9% | -52.8% | -18.6% |
| 1Y | -46.9% | +78.5% | -125.4% | -52.7% |
| All | +212.3% | +106.9% | +105.5% | +236.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling