-40.8%
BMNR vs RIG
+97.6%
-138.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -4.7% |
| 7D | +4.9% | +0.9% | +4.1% | +4.2% |
| 30D | +35.5% | +13.8% | +21.7% | +28.3% |
| 3M | +39.6% | -6.4% | +46.0% | +42.7% |
| 6M | +18.2% | -8.2% | +26.4% | +17.1% |
| YTD | -8.0% | +41.6% | -49.7% | -31.4% |
| 1Y | -40.8% | +88.7% | -129.5% | -60.6% |
| All | -40.8% | +97.6% | -138.4% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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