-40.8%
BMNR vs OUST
+33.5%
-74.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -6.2% |
| 7D | +4.9% | +5.2% | -0.3% | +3.0% |
| 30D | +35.5% | -19.3% | +54.7% | +44.7% |
| 3M | +39.6% | -22.6% | +62.2% | +39.6% |
| 6M | +18.2% | +62.8% | -44.6% | -27.7% |
| YTD | -8.0% | +68.3% | -76.4% | -45.8% |
| 1Y | -40.8% | +28.5% | -69.3% | -60.5% |
| All | -40.8% | +33.5% | -74.3% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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