+223.1%
BMNR vs UNP
+32.3%
+190.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.0% |
| 7D | +0.2% | -1.8% | +2.0% | -1.4% |
| 30D | +39.9% | -2.7% | +42.6% | +36.2% |
| 3M | +51.5% | +6.5% | +45.0% | +62.9% |
| 6M | +18.9% | +14.4% | +4.5% | +38.6% |
| YTD | -7.8% | +24.8% | -32.6% | +24.1% |
| 1Y | -47.6% | +34.4% | -82.0% | -7.6% |
| All | +223.1% | +32.3% | +190.8% | +592.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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