-40.8%
BMNR vs UL
-8.6%
-32.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +4.9% | -1.3% | +6.3% | +4.5% |
| 30D | +35.5% | +0.5% | +35.0% | +35.4% |
| 3M | +39.6% | +17.6% | +22.0% | +48.9% |
| 6M | +18.2% | -5.4% | +23.6% | +8.9% |
| YTD | -8.0% | +0.7% | -8.7% | -10.1% |
| 1Y | -40.8% | -9.3% | -31.5% | -30.6% |
| All | -40.8% | -8.6% | -32.2% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling