-40.8%
BMNR vs ROST
+54.0%
-94.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | +4.9% | +0.9% | +4.0% | +4.5% |
| 30D | +35.5% | -8.9% | +44.4% | +41.7% |
| 3M | +39.6% | -0.8% | +40.4% | +39.9% |
| 6M | +18.2% | +8.5% | +9.7% | +9.3% |
| YTD | -8.0% | +28.6% | -36.6% | -25.7% |
| 1Y | -40.8% | +52.3% | -93.1% | -59.0% |
| All | -40.8% | +54.0% | -94.8% | -59.0% |
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