+223.1%
BMNR vs NVDX
+64.6%
+158.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.6% |
| 7D | +0.2% | -10.2% | +10.5% | +5.3% |
| 30D | +39.9% | -7.3% | +47.2% | +43.8% |
| 3M | +51.5% | +5.5% | +46.0% | +43.6% |
| 6M | +18.9% | +18.3% | +0.6% | +3.4% |
| YTD | -7.8% | +11.4% | -19.3% | -17.6% |
| 1Y | -47.6% | +12.7% | -60.3% | -49.1% |
| All | +223.1% | +64.6% | +158.5% | +931.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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