+223.1%
BMNR vs SONY
-9.7%
+232.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.1% |
| 7D | +0.2% | -2.7% | +2.9% | +0.8% |
| 30D | +39.9% | +1.5% | +38.4% | +39.4% |
| 3M | +51.5% | +13.0% | +38.5% | +46.6% |
| 6M | +18.9% | +11.2% | +7.7% | +15.2% |
| YTD | -7.8% | -6.6% | -1.2% | -13.9% |
| 1Y | -47.6% | -18.1% | -29.5% | -54.4% |
| All | +223.1% | -9.7% | +232.8% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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