+223.1%
BMNR vs USAR
+41.8%
+181.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.4% | +3.7% |
| 7D | +0.2% | -11.6% | +11.9% | +1.5% |
| 30D | +39.9% | -15.5% | +55.4% | +42.1% |
| 3M | +51.5% | -31.0% | +82.5% | +55.6% |
| 6M | +18.9% | -26.2% | +45.1% | +21.8% |
| YTD | -7.8% | +30.8% | -38.6% | -0.3% |
| 1Y | -47.6% | +7.1% | -54.7% | -29.9% |
| All | +223.1% | +41.8% | +181.2% | +788.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling