-40.8%
BMNR vs QXO
-34.8%
-6.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.2% |
| 7D | +4.9% | -1.3% | +6.2% | +5.6% |
| 30D | +35.5% | -16.0% | +51.5% | +45.9% |
| 3M | +39.6% | -17.7% | +57.3% | +48.4% |
| 6M | +18.2% | -42.6% | +60.8% | +48.1% |
| YTD | -8.0% | -30.8% | +22.8% | -0.2% |
| 1Y | -40.8% | -35.3% | -5.5% | -34.7% |
| All | -40.8% | -34.8% | -6.0% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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