+223.1%
BMNR vs OWL
-39.2%
+262.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +2.7% |
| 7D | +0.2% | -10.1% | +10.4% | +6.9% |
| 30D | +39.9% | -11.9% | +51.8% | +51.1% |
| 3M | +51.5% | +10.7% | +40.8% | +41.8% |
| 6M | +18.9% | +22.1% | -3.2% | +4.2% |
| YTD | -7.8% | -24.8% | +17.0% | +13.1% |
| 1Y | -47.6% | -39.2% | -8.4% | -40.2% |
| All | +223.1% | -39.2% | +262.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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