+223.1%
BMNR vs JD
-16.4%
+239.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +0.2% | -4.2% | +4.5% | +0.1% |
| 30D | +39.9% | -14.4% | +54.3% | +39.4% |
| 3M | +51.5% | -3.6% | +55.1% | +50.8% |
| 6M | +18.9% | -0.3% | +19.2% | +20.7% |
| YTD | -7.8% | -2.4% | -5.5% | -6.8% |
| 1Y | -47.6% | -18.5% | -29.1% | -59.9% |
| All | +223.1% | -16.4% | +239.4% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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