+126.9%
BMNR vs OUST
+139.1%
-12.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -8.5% | +3.8% | -1.6% |
| 7D | -6.3% | -3.8% | -2.5% | -5.3% |
| 30D | -21.0% | +5.1% | -26.0% | -23.0% |
| 3M | -3.9% | -25.8% | +21.9% | +4.1% |
| 6M | -17.0% | -2.0% | -15.0% | -26.8% |
| YTD | -35.2% | +54.7% | -90.0% | -56.2% |
| 1Y | -51.9% | +48.8% | -100.7% | -66.4% |
| All | +126.9% | +139.1% | -12.2% | +343.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling