-54.1%
BMNR vs NVDL
-34.9%
-19.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -18.6% | +6.0% | -3.1% |
| 7D | -12.3% | -28.8% | +16.5% | +3.7% |
| 30D | -27.5% | -44.0% | +16.5% | -3.6% |
| 3M | +3.1% | -35.6% | +38.7% | +25.8% |
| 6M | -17.7% | -25.3% | +7.5% | -11.4% |
| YTD | -30.0% | -23.3% | -6.7% | -30.4% |
| 1Y | -54.1% | -32.5% | -21.6% | -51.0% |
| All | -54.1% | -34.9% | -19.2% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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