+212.3%
BMNR vs RRC
+11.9%
+200.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | +0.2% |
| 7D | -8.5% | -1.2% | -7.4% | -9.4% |
| 30D | +33.8% | +3.0% | +30.8% | +37.0% |
| 3M | +54.7% | +7.3% | +47.4% | +65.7% |
| 6M | +16.7% | +3.6% | +13.2% | +22.9% |
| YTD | -10.9% | +19.4% | -30.2% | +10.5% |
| 1Y | -46.9% | +21.4% | -68.3% | -24.9% |
| All | +212.3% | +11.9% | +200.5% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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