+223.1%
BMNR vs URA
+36.8%
+186.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.3% | +6.7% | +7.6% |
| 7D | +0.2% | -5.5% | +5.7% | +7.1% |
| 30D | +39.9% | -3.7% | +43.6% | +46.0% |
| 3M | +51.5% | -2.9% | +54.4% | +56.6% |
| 6M | +18.9% | -15.2% | +34.2% | +41.4% |
| YTD | -7.8% | +1.9% | -9.7% | -20.6% |
| 1Y | -47.6% | +6.9% | -54.5% | -64.0% |
| All | +223.1% | +36.8% | +186.2% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling