+223.1%
BMNR vs OUST
+152.4%
+70.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +0.2% | -3.0% | +3.3% | +1.3% |
| 30D | +39.9% | -23.4% | +63.3% | +52.1% |
| 3M | +51.5% | -10.8% | +62.3% | +43.7% |
| 6M | +18.9% | +42.7% | -23.8% | -14.1% |
| YTD | -7.8% | +63.3% | -71.1% | -37.9% |
| 1Y | -47.6% | +15.0% | -62.6% | -59.2% |
| All | +223.1% | +152.4% | +70.7% | +528.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling