+212.3%
BMNR vs RL
+23.2%
+189.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -8.5% | -2.2% | -6.3% | -8.0% |
| 30D | +33.8% | -15.3% | +49.1% | +38.8% |
| 3M | +54.7% | -10.3% | +65.1% | +58.6% |
| 6M | +16.7% | -2.2% | +19.0% | +17.5% |
| YTD | -10.9% | -4.3% | -6.6% | -9.2% |
| 1Y | -46.9% | +8.9% | -55.8% | -39.6% |
| All | +212.3% | +23.2% | +189.2% | +647.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling