+223.1%
BMNR vs ROST
+64.4%
+158.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.7% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | +39.9% | -6.9% | +46.8% | +42.6% |
| 3M | +51.5% | -3.3% | +54.8% | +53.5% |
| 6M | +18.9% | +9.0% | +9.9% | +16.4% |
| YTD | -7.8% | +28.9% | -36.7% | -11.1% |
| 1Y | -47.6% | +54.0% | -101.6% | -48.4% |
| All | +223.1% | +64.4% | +158.6% | +783.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling