+140.2%
BMNR vs USB
+46.5%
+93.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -3.8% |
| 7D | -4.8% | +0.8% | -5.5% | -5.4% |
| 30D | -22.6% | +6.8% | -29.3% | -28.4% |
| 3M | -1.1% | -3.8% | +2.7% | +3.0% |
| 6M | -16.1% | +11.7% | -27.8% | -30.3% |
| YTD | -31.5% | +17.5% | -48.9% | -49.0% |
| 1Y | -53.7% | +33.8% | -87.5% | -73.9% |
| All | +140.2% | +46.5% | +93.7% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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