-40.8%
BMNR vs PSX
+101.0%
-141.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.6% |
| 7D | +4.9% | +4.5% | +0.4% | +4.7% |
| 30D | +35.5% | +26.6% | +8.9% | +33.2% |
| 3M | +39.6% | +39.3% | +0.3% | +36.6% |
| 6M | +18.2% | +56.8% | -38.6% | +12.1% |
| YTD | -8.0% | +101.8% | -109.9% | -19.8% |
| 1Y | -40.8% | +99.6% | -140.4% | -47.3% |
| All | -40.8% | +101.0% | -141.8% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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