-40.8%
BMNR vs NVDL
+42.2%
-83.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -6.4% |
| 7D | +4.9% | +11.7% | -6.8% | -0.3% |
| 30D | +35.5% | +7.8% | +27.6% | +29.4% |
| 3M | +39.6% | +3.3% | +36.3% | +34.4% |
| 6M | +18.2% | +38.9% | -20.7% | -7.0% |
| YTD | -8.0% | +28.5% | -36.5% | -25.6% |
| 1Y | -40.8% | +40.6% | -81.4% | -49.3% |
| All | -40.8% | +42.2% | -83.0% | -49.3% |
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