+212.5%
BMNR vs URA
+47.3%
+165.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -0.5% |
| 7D | +5.0% | +5.7% | -0.7% | -2.2% |
| 30D | +33.8% | +5.6% | +28.2% | +24.6% |
| 3M | +49.4% | +6.2% | +43.2% | +38.1% |
| 6M | +17.0% | -8.2% | +25.2% | +25.8% |
| YTD | -10.8% | +9.7% | -20.5% | -29.7% |
| 1Y | -45.7% | +17.0% | -62.7% | -67.6% |
| All | +212.5% | +47.3% | +165.2% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling