+223.1%
BMNR vs SHEL
+48.9%
+174.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +4.1% |
| 7D | +0.2% | +4.1% | -3.9% | +3.4% |
| 30D | +39.9% | +8.4% | +31.5% | +49.1% |
| 3M | +51.5% | +13.7% | +37.8% | +68.0% |
| 6M | +18.9% | +12.7% | +6.2% | +32.7% |
| YTD | -7.8% | +35.3% | -43.1% | +29.1% |
| 1Y | -47.6% | +39.4% | -87.0% | -20.4% |
| All | +223.1% | +48.9% | +174.2% | +626.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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