+223.1%
BMNR vs NVDL
+75.4%
+147.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | +0.2% | -10.3% | +10.6% | +5.1% |
| 30D | +39.9% | -7.1% | +47.0% | +43.6% |
| 3M | +51.5% | +6.6% | +44.9% | +43.3% |
| 6M | +18.9% | +21.1% | -2.2% | +3.1% |
| YTD | -7.8% | +15.2% | -23.0% | -18.3% |
| 1Y | -47.6% | +18.8% | -66.4% | -49.3% |
| All | +223.1% | +75.4% | +147.7% | +1,171.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling