+223.1%
BMNR vs NSC
+32.1%
+191.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.4% | +3.4% |
| 7D | +0.2% | -2.8% | +3.0% | +0.2% |
| 30D | +39.9% | -4.5% | +44.4% | +40.0% |
| 3M | +51.5% | +3.5% | +48.0% | +51.2% |
| 6M | +18.9% | +8.5% | +10.4% | +17.1% |
| YTD | -7.8% | +12.3% | -20.2% | -9.5% |
| 1Y | -47.6% | +18.9% | -66.6% | -46.4% |
| All | +223.1% | +32.1% | +191.0% | +491.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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