+18.9%
BMNR vs USFR
+2.0%
+16.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.4% | +5.7% |
| 7D | +0.2% | +0.1% | +0.1% | +4.8% |
| 30D | +39.9% | +0.4% | +39.6% | +58.7% |
| 3M | +51.5% | +1.0% | +50.5% | +137.4% |
| 6M | +18.9% | +2.0% | +16.9% | +122.9% |
| All | +18.9% | +2.0% | +16.9% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 6mo: compounded portfolio wealth divided by compounded USFR 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…
6mo analysis · Full analysis span regression · 6 months rolling