-40.8%
BMNR vs RIO
+73.7%
-114.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -6.1% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +35.5% | +4.0% | +31.5% | +29.9% |
| 3M | +39.6% | +0.1% | +39.4% | +39.8% |
| 6M | +18.2% | +12.7% | +5.5% | +1.4% |
| YTD | -8.0% | +35.6% | -43.6% | -37.6% |
| 1Y | -40.8% | +73.7% | -114.5% | -63.0% |
| All | -40.8% | +73.7% | -114.5% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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