+84.7%
C vs BMNR
+234.0%
-149.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +0.8% |
| 7D | +2.6% | +5.0% | -2.4% | +2.6% |
| 30D | +1.9% | +33.8% | -31.8% | +1.8% |
| 3M | +2.8% | +49.4% | -46.6% | +2.6% |
| 6M | +30.6% | +17.0% | +13.6% | +30.4% |
| YTD | +19.9% | -10.8% | +30.7% | +19.8% |
| 1Y | +44.6% | -45.7% | +90.3% | +44.6% |
| All | +84.7% | +234.0% | -149.3% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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