+219.7%
BMNR vs OUST
+167.8%
+51.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.8% |
| 7D | +6.0% | +12.7% | -6.7% | +1.6% |
| 30D | +31.6% | -13.6% | +45.2% | +36.9% |
| 3M | +47.0% | -8.3% | +55.3% | +38.5% |
| 6M | +31.2% | +85.0% | -53.8% | -16.8% |
| YTD | -8.8% | +73.2% | -82.0% | -39.8% |
| 1Y | -43.4% | +32.5% | -75.9% | -57.1% |
| All | +219.7% | +167.8% | +51.9% | +508.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling