-44.9%
BMNR vs USAR
-49.3%
+4.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -5.9% | +11.7% | +8.3% |
| 7D | -1.5% | -21.8% | +20.3% | +8.8% |
| 30D | -18.9% | -39.9% | +21.0% | -0.6% |
| 3M | +20.1% | -52.5% | +72.6% | +59.7% |
| 6M | -4.7% | -67.9% | +63.3% | +44.8% |
| YTD | -20.0% | -31.1% | +11.1% | -27.2% |
| 1Y | -44.9% | -49.8% | +4.9% | -38.5% |
| All | -44.9% | -49.3% | +4.4% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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