-44.9%
BMNR vs ROST
+54.7%
-99.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.1% | -0.3% | +3.4% |
| 7D | -1.5% | +7.8% | -9.2% | -4.3% |
| 30D | -18.9% | +8.6% | -27.4% | -21.8% |
| 3M | +20.1% | -1.9% | +22.0% | +20.7% |
| 6M | -4.7% | +9.1% | -13.8% | -9.0% |
| YTD | -20.0% | +37.2% | -57.2% | -35.3% |
| 1Y | -44.9% | +52.7% | -97.7% | -56.9% |
| All | -44.9% | +54.7% | -99.6% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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