+223.1%
BMNR vs RIO
+80.2%
+142.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.9% | +3.3% |
| 7D | +0.2% | -3.2% | +3.4% | +1.1% |
| 30D | +39.9% | +0.9% | +39.0% | +39.8% |
| 3M | +51.5% | -1.4% | +52.9% | +50.4% |
| 6M | +18.9% | +10.9% | +8.0% | +20.8% |
| YTD | -7.8% | +31.2% | -39.0% | +20.9% |
| 1Y | -47.6% | +67.9% | -115.5% | +29.6% |
| All | +223.1% | +80.2% | +142.8% | +1,053.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling