+212.3%
BMNR vs RY
+64.0%
+148.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +1.9% |
| 7D | -8.5% | -2.9% | -5.6% | +5.2% |
| 30D | +33.8% | -2.0% | +35.8% | +42.1% |
| 3M | +54.7% | +4.9% | +49.9% | +2.7% |
| 6M | +16.7% | +26.1% | -9.4% | -79.8% |
| YTD | -10.9% | +22.4% | -33.2% | -82.7% |
| 1Y | -46.9% | +44.7% | -91.7% | -99.1% |
| All | +212.3% | +64.0% | +148.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3y: compounded portfolio wealth divided by compounded RY 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…
3y analysis · Full analysis span regression · 6 months rolling