-47.6%
BMNR vs USAR
+13.1%
-60.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.4% | +4.5% |
| 7D | +0.2% | -11.6% | +11.9% | +4.7% |
| 30D | +39.9% | -15.5% | +55.4% | +47.3% |
| 3M | +51.5% | -31.0% | +82.5% | +69.7% |
| 6M | +18.9% | -26.2% | +45.1% | +25.3% |
| YTD | -7.8% | +30.8% | -38.6% | -25.5% |
| 1Y | -47.6% | +7.1% | -54.7% | -48.9% |
| All | -47.6% | +13.1% | -60.7% | -48.9% |
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