+222.3%
BMNR vs USB
+50.9%
+171.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.3% |
| 7D | +4.9% | +1.4% | +3.5% | +3.2% |
| 30D | +35.5% | -1.3% | +36.8% | +36.7% |
| 3M | +39.6% | +15.2% | +24.3% | +11.5% |
| 6M | +18.2% | +18.8% | -0.6% | -10.7% |
| YTD | -8.0% | +21.0% | -29.0% | -34.1% |
| 1Y | -40.8% | +34.0% | -74.8% | -64.7% |
| All | +222.3% | +50.9% | +171.4% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling