-40.8%
BMNR vs URA
+17.2%
-58.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -6.4% |
| 7D | +4.9% | +1.1% | +3.8% | +4.2% |
| 30D | +35.5% | +7.4% | +28.1% | +26.6% |
| 3M | +39.6% | -8.4% | +48.0% | +52.7% |
| 6M | +18.2% | -12.7% | +30.9% | +33.1% |
| YTD | -8.0% | +7.8% | -15.8% | -15.4% |
| 1Y | -40.8% | +19.5% | -60.3% | -37.1% |
| All | -40.8% | +17.2% | -58.0% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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