-54.1%
BMNR vs OSCR
+93.2%
-147.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -5.7% | -6.9% | -10.1% |
| 7D | -12.3% | +7.8% | -20.0% | -14.7% |
| 30D | -27.5% | +2.6% | -30.1% | -28.2% |
| 3M | +3.1% | +10.2% | -7.1% | -2.2% |
| 6M | -17.7% | +84.9% | -102.7% | -42.9% |
| YTD | -30.0% | +130.9% | -160.9% | -59.2% |
| 1Y | -54.1% | +94.8% | -148.9% | -70.5% |
| All | -54.1% | +93.2% | -147.4% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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