-47.6%
BMNR vs RIG
+77.2%
-124.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.2% | +4.0% |
| 7D | +0.2% | -3.1% | +3.3% | +1.2% |
| 30D | +39.9% | -0.5% | +40.4% | +39.4% |
| 3M | +51.5% | -6.0% | +57.5% | +53.7% |
| 6M | +18.9% | -10.1% | +29.0% | +18.1% |
| YTD | -7.8% | +37.3% | -45.1% | -30.4% |
| 1Y | -47.6% | +73.9% | -121.5% | -64.3% |
| All | -47.6% | +77.2% | -124.8% | -64.3% |
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