+223.1%
BMNR vs UEC
+66.7%
+156.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.2% | +8.6% | +6.4% |
| 7D | +0.2% | -9.4% | +9.7% | +5.7% |
| 30D | +39.9% | -8.0% | +47.9% | +45.3% |
| 3M | +51.5% | -1.7% | +53.2% | +51.6% |
| 6M | +18.9% | -26.1% | +45.1% | +33.6% |
| YTD | -7.8% | -10.5% | +2.7% | -5.1% |
| 1Y | -47.6% | -13.3% | -34.3% | -41.4% |
| All | +223.1% | +66.7% | +156.4% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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