+223.1%
BMNR vs RL
+24.1%
+199.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.3% |
| 7D | +0.2% | -3.4% | +3.7% | +1.1% |
| 30D | +39.9% | -14.4% | +54.4% | +44.8% |
| 3M | +51.5% | -13.6% | +65.1% | +56.5% |
| 6M | +18.9% | +0.6% | +18.3% | +19.6% |
| YTD | -7.8% | -3.6% | -4.2% | -6.2% |
| 1Y | -47.6% | +8.3% | -56.0% | -42.1% |
| All | +223.1% | +24.1% | +199.0% | +671.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling