+223.1%
BMNR vs ROK
+35.8%
+187.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.8% | +1.2% |
| 7D | +0.2% | -1.2% | +1.5% | +1.9% |
| 30D | +39.9% | -4.8% | +44.7% | +48.8% |
| 3M | +51.5% | -6.1% | +57.6% | +58.4% |
| 6M | +18.9% | +15.5% | +3.4% | -17.5% |
| YTD | -7.8% | +11.2% | -19.0% | -36.5% |
| 1Y | -47.6% | +23.8% | -71.5% | -75.7% |
| All | +223.1% | +35.8% | +187.3% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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