+212.5%
BMNR vs RY
+64.7%
+147.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | +2.8% |
| 7D | +5.0% | -0.5% | +5.5% | +8.5% |
| 30D | +33.8% | -1.9% | +35.6% | +41.2% |
| 3M | +49.4% | +5.1% | +44.3% | -1.8% |
| 6M | +17.0% | +28.2% | -11.2% | -82.1% |
| YTD | -10.8% | +22.9% | -33.7% | -83.0% |
| 1Y | -45.7% | +45.5% | -91.2% | -99.1% |
| All | +212.5% | +64.7% | +147.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling