+223.1%
BMNR vs USO
+119.9%
+103.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +2.5% |
| 7D | +0.2% | +9.1% | -8.9% | +4.0% |
| 30D | +39.9% | +21.7% | +18.2% | +52.0% |
| 3M | +51.5% | +20.2% | +31.3% | +65.6% |
| 6M | +18.9% | +43.4% | -24.5% | +47.3% |
| YTD | -7.8% | +124.0% | -131.8% | +30.3% |
| 1Y | -47.6% | +112.2% | -159.8% | -27.5% |
| All | +223.1% | +119.9% | +103.1% | +460.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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