+223.1%
BMNR vs TROW
+20.4%
+202.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +5.5% |
| 7D | +0.2% | -3.2% | +3.4% | +6.1% |
| 30D | +39.9% | -4.6% | +44.5% | +53.4% |
| 3M | +51.5% | -0.7% | +52.2% | +50.9% |
| 6M | +18.9% | +22.2% | -3.3% | -23.2% |
| YTD | -7.8% | +6.6% | -14.4% | -19.8% |
| 1Y | -47.6% | +5.8% | -53.4% | -51.5% |
| All | +223.1% | +20.4% | +202.7% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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