+223.1%
BMNR vs QXO
-28.4%
+251.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.3% | +3.3% |
| 7D | +0.2% | -7.8% | +8.0% | +8.7% |
| 30D | +39.9% | -18.1% | +58.0% | +70.1% |
| 3M | +51.5% | -25.8% | +77.3% | +92.6% |
| 6M | +18.9% | -41.7% | +60.6% | +84.7% |
| YTD | -7.8% | -36.2% | +28.4% | -1.0% |
| 1Y | -47.6% | -42.1% | -5.5% | -34.3% |
| All | +223.1% | -28.4% | +251.5% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling